+190.4%
MAGS vs DOV
+34.4%
+156.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -1.8% | -1.9% | +0.2% | -1.0% |
| 30D | +1.1% | -9.9% | +11.0% | +5.5% |
| 3M | +7.7% | -12.1% | +19.8% | +13.2% |
| 6M | +11.7% | -10.4% | +22.1% | +15.7% |
| YTD | +4.9% | -3.3% | +8.2% | +4.3% |
| 1Y | +14.3% | +7.8% | +6.6% | +7.2% |
| 3Y | +128.9% | +36.3% | +92.6% | +100.5% |
| All | +190.4% | +34.4% | +156.0% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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