-25.1%
DOCS vs MAGS
+188.2%
-213.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.9% |
| 7D | -1.4% | +0.5% | -2.0% | -1.7% |
| 30D | +21.8% | +1.5% | +20.3% | +21.0% |
| 3M | +27.3% | +0.5% | +26.8% | +26.9% |
| 6M | -0.3% | +11.6% | -11.9% | -7.4% |
| YTD | -40.5% | +5.3% | -45.8% | -42.6% |
| 1Y | -61.5% | +14.9% | -76.4% | -64.9% |
| 3Y | +8.2% | +128.9% | -120.7% | -38.5% |
| All | -25.1% | +188.2% | -213.3% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling