+183.5%
MAGS vs DOCU
+36.1%
+147.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -1.4% | -5.5% | +4.2% | -0.4% |
| 30D | -8.4% | +12.6% | -21.0% | -10.5% |
| 3M | -1.5% | +36.4% | -37.9% | -7.6% |
| 6M | -1.4% | +66.8% | -68.2% | -11.7% |
| YTD | +2.4% | +13.5% | -11.1% | -1.3% |
| 1Y | +3.5% | +11.3% | -7.8% | 0.0% |
| 3Y | +125.3% | +92.1% | +33.2% | +86.6% |
| All | +183.5% | +36.1% | +147.4% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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