+191.0%
MAGS vs DOV
+37.3%
+153.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +0.4% | -8.6% | +9.1% | +4.2% |
| 3M | +5.6% | -13.1% | +18.7% | +11.6% |
| 6M | +12.3% | -8.8% | +21.1% | +15.5% |
| YTD | +5.1% | -1.2% | +6.3% | +3.6% |
| 1Y | +14.0% | +10.7% | +3.3% | +5.6% |
| 3Y | +129.4% | +39.3% | +90.1% | +99.2% |
| All | +191.0% | +37.3% | +153.7% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling