+190.4%
MAGS vs DLTR
-22.9%
+213.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.8% | -9.4% | +7.7% | -1.0% |
| 30D | +1.1% | -7.3% | +8.4% | +1.6% |
| 3M | +7.7% | +7.6% | +0.2% | +7.0% |
| 6M | +11.7% | +1.6% | +10.1% | +11.2% |
| YTD | +4.9% | -3.5% | +8.4% | +4.7% |
| 1Y | +14.3% | +20.0% | -5.7% | +11.8% |
| 3Y | +128.9% | +2.3% | +126.6% | +123.8% |
| All | +190.4% | -22.9% | +213.3% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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