-36.0%
DOW vs MAGS
+188.2%
-224.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +0.4% | +1.5% | -1.1% | -0.1% |
| 3M | -14.4% | +0.5% | -14.9% | -14.7% |
| 6M | -7.0% | +11.6% | -18.6% | -11.1% |
| YTD | +30.2% | +5.3% | +24.9% | +27.2% |
| 1Y | +29.2% | +14.9% | +14.3% | +21.5% |
| 3Y | -36.7% | +128.9% | -165.6% | -52.4% |
| All | -36.0% | +188.2% | -224.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling