+193.4%
MAGS vs DG
-38.7%
+232.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.1% |
| 7D | +0.6% | -6.5% | +7.1% | +0.5% |
| 30D | +3.2% | +4.2% | -0.9% | +3.3% |
| 3M | +7.7% | +9.5% | -1.8% | +7.9% |
| 6M | +12.5% | -13.1% | +25.6% | +11.7% |
| YTD | +6.0% | -4.8% | +10.8% | +5.8% |
| 1Y | +14.4% | +20.6% | -6.2% | +15.5% |
| 3Y | +127.5% | +4.9% | +122.6% | +137.1% |
| All | +193.4% | -38.7% | +232.1% | +214.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling