+190.0%
MAGS vs DKS
+3.2%
+186.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.3% |
| 7D | +1.2% | -0.4% | +1.7% | +1.3% |
| 30D | -0.1% | -36.6% | +36.5% | +7.4% |
| 3M | +3.8% | -37.6% | +41.4% | +11.6% |
| 6M | +13.2% | -32.1% | +45.3% | +19.0% |
| YTD | +4.7% | -32.3% | +37.0% | +9.9% |
| 1Y | +14.4% | -39.5% | +53.9% | +22.6% |
| 3Y | +128.6% | +27.7% | +100.9% | +127.4% |
| All | +190.0% | +3.2% | +186.7% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DKS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling