+191.5%
MAGS vs DECK
+12.0%
+179.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +0.5% | -2.2% | +2.8% | +1.0% |
| 30D | +1.5% | -13.6% | +15.1% | +4.8% |
| 3M | +0.5% | -21.2% | +21.7% | +5.7% |
| 6M | +11.6% | -21.1% | +32.7% | +17.0% |
| YTD | +5.3% | -17.2% | +22.5% | +8.5% |
| 1Y | +14.9% | -30.7% | +45.6% | +23.2% |
| 3Y | +128.9% | -3.4% | +132.2% | +120.1% |
| All | +191.5% | +12.0% | +179.6% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling