+6.2%
DT vs MAGS
+128.8%
-122.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -4.9% | +1.2% | -6.1% | -5.4% |
| 30D | +2.7% | -0.1% | +2.8% | +2.8% |
| 3M | +20.0% | +3.8% | +16.1% | +17.7% |
| 6M | +28.0% | +13.2% | +14.8% | +19.9% |
| YTD | +16.0% | +4.7% | +11.3% | +13.1% |
| 1Y | +0.7% | +14.4% | -13.7% | -6.3% |
| 3Y | +6.2% | +128.6% | -122.4% | -36.7% |
| All | +6.2% | +128.8% | -122.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling