+25.0%
DT vs MAGS
+188.2%
-163.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | +2.0% | +1.5% | +0.6% | +1.3% |
| 3M | +20.0% | +0.5% | +19.5% | +19.5% |
| 6M | +39.3% | +11.6% | +27.7% | +30.9% |
| YTD | +19.8% | +5.3% | +14.5% | +16.2% |
| 1Y | +4.3% | +14.9% | -10.6% | -3.6% |
| 3Y | +7.7% | +128.9% | -121.2% | -37.9% |
| All | +25.0% | +188.2% | -163.1% | -38.0% |
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