-5.7%
DOCS vs MAGS
+177.4%
-183.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -1.3% |
| 7D | -1.3% | -4.1% | +2.8% | +1.3% |
| 30D | +19.4% | -9.5% | +28.9% | +27.0% |
| 3M | +53.4% | -2.3% | +55.7% | +55.9% |
| 6M | +28.8% | -0.4% | +29.1% | +28.4% |
| YTD | -25.1% | +1.3% | -26.4% | -26.0% |
| 1Y | -48.1% | +0.4% | -48.5% | -48.6% |
| 3Y | +51.4% | +125.4% | -74.0% | -13.3% |
| All | -5.7% | +177.4% | -183.2% | -53.7% |
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