+183.5%
MAGS vs DOC
+16.8%
+166.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.4% | +6.5% | -7.9% | -2.2% |
| 30D | -8.4% | +9.2% | -17.5% | -9.5% |
| 3M | -1.5% | -2.5% | +1.0% | -1.2% |
| 6M | -1.4% | +7.1% | -8.4% | -2.6% |
| YTD | +2.4% | +33.0% | -30.6% | -2.8% |
| 1Y | +3.5% | +23.3% | -19.7% | -0.4% |
| 3Y | +125.3% | +44.9% | +80.3% | +110.0% |
| All | +183.5% | +16.8% | +166.7% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling