+195.0%
MAGS vs DOC
+16.3%
+178.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.8% |
| 7D | -1.4% | +8.7% | -10.1% | -2.5% |
| 30D | -4.4% | +7.6% | -12.0% | -5.4% |
| 3M | +1.9% | -5.3% | +7.2% | +2.7% |
| 6M | +4.9% | +27.6% | -22.7% | +0.4% |
| YTD | +6.5% | +32.4% | -25.9% | +1.2% |
| 1Y | +6.3% | +22.9% | -16.5% | +2.3% |
| 3Y | +137.0% | +43.1% | +93.9% | +121.3% |
| All | +195.0% | +16.3% | +178.7% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling