+21.9%
DT vs MAGS
+187.7%
-165.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +0.1% | +0.4% | -0.3% | -0.1% |
| 3M | +24.1% | +5.6% | +18.5% | +20.6% |
| 6M | +30.1% | +12.3% | +17.8% | +21.9% |
| YTD | +16.8% | +5.1% | +11.7% | +13.4% |
| 1Y | -0.1% | +14.0% | -14.1% | -7.3% |
| 3Y | +6.8% | +129.4% | -122.5% | -38.5% |
| All | +21.9% | +187.7% | -165.8% | -39.5% |
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