+3.9%
DVN vs MAGS
+190.0%
-186.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | +12.0% | +3.2% | +8.8% | +11.2% |
| 3M | +13.4% | +7.7% | +5.7% | +11.2% |
| 6M | +12.1% | +12.5% | -0.3% | +8.1% |
| YTD | +38.8% | +6.0% | +32.9% | +36.3% |
| 1Y | +46.0% | +14.4% | +31.7% | +38.9% |
| 3Y | +9.5% | +127.5% | -118.0% | -10.7% |
| All | +3.9% | +190.0% | -186.2% | -20.7% |
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 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