+36.5%
DXCM vs MAGS
+3.4%
+33.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.6% | +3.0% | -6.6% | -4.7% |
| 30D | -4.3% | -7.3% | +3.0% | -1.6% |
| 3M | -10.4% | +1.7% | -12.1% | -11.1% |
| 6M | +33.1% | -0.4% | +33.5% | +31.6% |
| YTD | +22.6% | +4.4% | +18.2% | +17.8% |
| 1Y | +36.5% | +5.1% | +31.5% | +31.0% |
| All | +36.5% | +3.4% | +33.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling