+191.0%
MAGS vs DG
-38.7%
+229.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.3% |
| 7D | +0.8% | -4.8% | +5.6% | +0.7% |
| 30D | +0.4% | +1.8% | -1.4% | +0.5% |
| 3M | +5.6% | +14.5% | -8.9% | +6.0% |
| 6M | +12.3% | -13.6% | +25.9% | +11.6% |
| YTD | +5.1% | -4.8% | +9.9% | +4.9% |
| 1Y | +14.0% | +21.6% | -7.6% | +15.2% |
| 3Y | +129.4% | +4.5% | +124.9% | +139.0% |
| All | +191.0% | -38.7% | +229.7% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling