+191.5%
MAGS vs DOCU
+19.9%
+171.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.1% |
| 7D | +0.5% | +6.9% | -6.4% | -0.8% |
| 30D | +1.5% | +19.0% | -17.5% | -2.1% |
| 3M | +0.5% | +34.3% | -33.8% | -5.7% |
| 6M | +11.6% | +48.0% | -36.4% | +2.0% |
| YTD | +5.3% | 0.0% | +5.3% | +4.2% |
| 1Y | +14.9% | -10.3% | +25.2% | +15.7% |
| 3Y | +128.9% | +32.4% | +96.5% | +105.4% |
| All | +191.5% | +19.9% | +171.6% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling