+14.4%
MAGS vs DD
+34.9%
-20.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.6% | -3.5% | +4.1% | +1.4% |
| 30D | +3.2% | -11.7% | +14.9% | +5.8% |
| 3M | +7.7% | -9.2% | +16.9% | +9.7% |
| 6M | +12.5% | -7.2% | +19.6% | +13.6% |
| YTD | +6.0% | +6.6% | -0.6% | +4.9% |
| 1Y | +14.4% | +32.0% | -17.6% | +7.8% |
| All | +14.4% | +34.9% | -20.5% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling