+123.0%
MAGS vs DOC
+43.2%
+79.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -4.1% | +6.2% | -10.3% | -4.9% |
| 30D | -9.5% | +6.5% | -16.0% | -10.3% |
| 3M | -2.3% | -6.2% | +3.9% | -1.4% |
| 6M | -0.4% | +25.6% | -26.0% | -4.4% |
| YTD | +1.3% | +32.1% | -30.7% | -3.7% |
| 1Y | +0.4% | +20.3% | -19.9% | -3.1% |
| All | +123.0% | +43.2% | +79.8% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling