+190.0%
MAGS vs DBX
+62.0%
+128.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | -0.1% | -2.9% | +2.8% | +0.6% |
| 3M | +3.8% | +23.8% | -20.0% | -2.3% |
| 6M | +13.2% | +26.2% | -13.0% | +5.1% |
| YTD | +4.7% | +21.6% | -16.9% | -1.8% |
| 1Y | +14.4% | +11.4% | +2.9% | +9.8% |
| 3Y | +128.6% | +21.3% | +107.3% | +104.4% |
| All | +190.0% | +62.0% | +128.0% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling