-0.4%
MAGS vs DOCU
+63.4%
-63.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.9% |
| 30D | -9.5% | +15.7% | -25.2% | -10.5% |
| 3M | -2.3% | +37.3% | -39.6% | -5.1% |
| 6M | -0.4% | +63.1% | -63.5% | -5.5% |
| All | -0.4% | +63.4% | -63.7% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling