-28.0%
DOW vs MAGS
+185.8%
-213.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.7% | +3.0% | +0.7% | +2.8% |
| 30D | +16.3% | -7.3% | +23.6% | +18.5% |
| 3M | +9.7% | +1.7% | +8.0% | +8.7% |
| 6M | -14.1% | -0.4% | -13.7% | -14.6% |
| YTD | +46.6% | +4.4% | +42.2% | +43.0% |
| 1Y | +56.8% | +5.1% | +51.8% | +52.4% |
| 3Y | -20.4% | +122.6% | -143.0% | -39.9% |
| All | -28.0% | +185.8% | -213.7% | -50.5% |
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