+193.4%
MAGS vs DGX
+74.3%
+119.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +3.2% | -1.2% | +4.4% | +3.1% |
| 3M | +7.7% | +15.8% | -8.1% | +8.9% |
| 6M | +12.5% | +18.2% | -5.7% | +13.9% |
| YTD | +6.0% | +37.2% | -31.2% | +7.9% |
| 1Y | +14.4% | +30.4% | -16.0% | +16.4% |
| 3Y | +127.5% | +96.7% | +30.8% | +143.4% |
| All | +193.4% | +74.3% | +119.1% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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