+9.0%
DVN vs MAGS
+126.1%
-117.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | +10.2% | +1.1% | +9.1% | +9.9% |
| 3M | +8.1% | +7.7% | +0.4% | +5.8% |
| 6M | +15.9% | +11.7% | +4.2% | +11.6% |
| YTD | +38.2% | +4.9% | +33.4% | +35.9% |
| 1Y | +44.5% | +14.3% | +30.1% | +36.7% |
| All | +9.0% | +126.1% | -117.0% | -12.0% |
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 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