+190.0%
MAGS vs DAR
+13.6%
+176.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -0.1% | +13.0% | -13.1% | -2.0% |
| 3M | +3.8% | +15.0% | -11.2% | +1.4% |
| 6M | +13.2% | +26.8% | -13.6% | +8.6% |
| YTD | +4.7% | +86.4% | -81.7% | -5.7% |
| 1Y | +14.4% | +115.1% | -100.7% | 0.0% |
| 3Y | +128.6% | +14.6% | +113.9% | +112.7% |
| All | +190.0% | +13.6% | +176.4% | +167.9% |
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