+180.6%
MAGS vs DECK
+14.5%
+166.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.5% |
| 7D | -4.1% | +6.0% | -10.1% | -5.4% |
| 30D | -9.5% | +7.4% | -17.0% | -11.1% |
| 3M | -2.3% | -11.7% | +9.4% | +0.2% |
| 6M | -0.4% | -11.0% | +10.6% | +1.6% |
| YTD | +1.3% | -15.4% | +16.7% | +3.7% |
| 1Y | +0.4% | +7.2% | -6.9% | -3.4% |
| 3Y | +125.4% | -11.8% | +137.3% | +119.3% |
| All | +180.6% | +14.5% | +166.2% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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