-36.1%
DOW vs MAGS
+187.7%
-223.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -6.0% | +0.8% | -6.8% | -6.2% |
| 30D | -2.7% | +0.4% | -3.1% | -2.9% |
| 3M | -10.5% | +5.6% | -16.0% | -12.3% |
| 6M | -12.4% | +12.3% | -24.7% | -16.6% |
| YTD | +30.0% | +5.1% | +24.9% | +27.1% |
| 1Y | +27.8% | +14.0% | +13.8% | +20.6% |
| 3Y | -34.9% | +129.4% | -164.3% | -51.1% |
| All | -36.1% | +187.7% | -223.8% | -56.0% |
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