+188.2%
MAGS vs DD
+86.7%
+101.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.7% | +5.0% | -3.3% | +0.1% |
| 30D | -5.8% | +19.7% | -25.5% | -11.3% |
| 3M | +0.2% | +7.2% | -6.9% | -2.2% |
| 6M | -2.7% | +1.0% | -3.7% | -3.4% |
| YTD | +4.1% | +29.1% | -25.0% | -5.9% |
| 1Y | +7.5% | +28.5% | -21.0% | -2.8% |
| 3Y | +122.0% | +89.4% | +32.6% | +70.7% |
| All | +188.2% | +86.7% | +101.5% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling