+0.1%
DVN vs MAGS
+186.6%
-186.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.3% | +1.2% | -2.6% | -1.6% |
| 30D | +12.6% | -0.1% | +12.7% | +12.6% |
| 3M | +8.1% | +3.8% | +4.3% | +6.9% |
| 6M | +10.2% | +13.2% | -3.1% | +5.8% |
| YTD | +33.8% | +4.7% | +29.1% | +31.6% |
| 1Y | +43.9% | +14.4% | +29.5% | +36.5% |
| 3Y | +1.7% | +128.6% | -126.8% | -16.9% |
| All | +0.1% | +186.6% | -186.5% | -23.4% |
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