-7.6%
DOCS vs MAGS
+180.2%
-187.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.7% |
| 7D | -0.8% | -1.4% | +0.6% | +0.2% |
| 30D | +17.4% | -8.4% | +25.8% | +23.8% |
| 3M | +57.4% | -1.5% | +58.9% | +59.1% |
| 6M | +26.5% | -1.4% | +27.9% | +27.0% |
| YTD | -26.6% | +2.4% | -29.0% | -28.0% |
| 1Y | -48.1% | +3.5% | -51.6% | -49.5% |
| 3Y | +52.6% | +125.3% | -72.6% | -12.5% |
| All | -7.6% | +180.2% | -187.9% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling