+6.3%
MAGS vs DG
+45.3%
-39.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.3% | +1.8% |
| 7D | -1.4% | +12.3% | -13.6% | -2.0% |
| 30D | -4.4% | +19.3% | -23.7% | -5.6% |
| 3M | +1.9% | +11.9% | -9.9% | +1.0% |
| 6M | +4.9% | +25.0% | -20.0% | +2.9% |
| YTD | +6.5% | +8.7% | -2.2% | +5.2% |
| 1Y | +6.3% | +44.7% | -38.4% | +2.2% |
| All | +6.3% | +45.3% | -39.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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