+191.5%
MAGS vs DG
-34.4%
+225.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | +0.5% | +8.4% | -7.9% | +0.7% |
| 30D | +1.5% | +4.9% | -3.4% | +1.6% |
| 3M | +0.5% | +29.3% | -28.9% | +1.2% |
| 6M | +11.6% | -11.3% | +22.8% | +10.8% |
| YTD | +5.3% | +1.8% | +3.5% | +5.2% |
| 1Y | +14.9% | +25.3% | -10.5% | +16.1% |
| 3Y | +128.9% | +9.1% | +119.8% | +138.9% |
| All | +191.5% | -34.4% | +225.9% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling