+122.0%
MAGS vs DBX
+26.6%
+95.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.7% | -3.3% | +4.9% | +2.4% |
| 30D | -5.8% | -5.9% | +0.1% | -4.6% |
| 3M | +0.2% | -6.7% | +6.9% | +1.5% |
| 6M | -2.7% | +28.0% | -30.6% | -9.7% |
| YTD | +4.1% | +20.6% | -16.5% | -2.3% |
| 1Y | +7.5% | +10.3% | -2.8% | +3.6% |
| 3Y | +122.0% | +24.0% | +98.0% | +98.0% |
| All | +122.0% | +26.6% | +95.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling