+190.0%
MAGS vs DAR
-11.1%
+201.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.7% |
| 7D | +1.3% | -2.8% | +4.1% | +1.7% |
| 30D | -6.3% | -12.8% | +6.5% | -4.7% |
| 3M | -0.1% | -11.6% | +11.5% | +1.2% |
| 6M | -0.8% | -16.8% | +16.0% | +1.2% |
| YTD | +4.7% | +45.9% | -41.2% | -2.7% |
| 1Y | +6.8% | +61.5% | -54.7% | -2.6% |
| 3Y | +128.9% | +23.0% | +106.0% | +109.1% |
| All | +190.0% | -11.1% | +201.1% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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