+36.0%
DOCS vs MAGS
+118.0%
-82.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.3% |
| 30D | +6.3% | -7.1% | +13.4% | +10.9% |
| 3M | +26.5% | -0.7% | +27.2% | +27.1% |
| 6M | +24.8% | -1.5% | +26.3% | +25.4% |
| YTD | -26.8% | +3.9% | -30.7% | -28.7% |
| 1Y | -38.3% | +3.1% | -41.4% | -39.7% |
| 3Y | +36.0% | +121.6% | -85.6% | -9.3% |
| All | +36.0% | +118.0% | -82.0% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling