+14.4%
MAGS vs DKS
-39.2%
+53.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +0.6% | -3.0% | +3.6% | +0.9% |
| 30D | +3.2% | -33.4% | +36.6% | +6.6% |
| 3M | +7.7% | -39.4% | +47.0% | +12.2% |
| 6M | +12.5% | -30.1% | +42.6% | +14.0% |
| YTD | +6.0% | -31.0% | +36.9% | +7.6% |
| 1Y | +14.4% | -40.2% | +54.5% | +17.8% |
| All | +14.4% | -39.2% | +53.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling