-32.9%
DOCS vs MAGS
+5.6%
-38.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +2.6% | +1.7% | +0.9% | +1.6% |
| 30D | +11.4% | -5.8% | +17.2% | +15.0% |
| 3M | +25.4% | +0.2% | +25.1% | +25.2% |
| 6M | +42.5% | -2.7% | +45.2% | +43.0% |
| YTD | -24.7% | +4.1% | -28.8% | -25.1% |
| 1Y | -32.9% | +7.5% | -40.5% | -34.3% |
| All | -32.9% | +5.6% | -38.5% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling