+193.4%
MAGS vs DKS
+6.3%
+187.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | +0.6% | -2.0% | +2.7% | +1.0% |
| 30D | +3.2% | -32.7% | +36.0% | +9.7% |
| 3M | +7.7% | -38.8% | +46.5% | +16.4% |
| 6M | +12.5% | -29.4% | +41.9% | +17.3% |
| YTD | +6.0% | -30.3% | +36.3% | +10.6% |
| 1Y | +14.4% | -39.6% | +54.0% | +22.8% |
| 3Y | +127.5% | +32.2% | +95.3% | +125.2% |
| All | +193.4% | +6.3% | +187.1% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling