+190.0%
MAGS vs DPZ
+7.0%
+182.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | +1.2% | -1.5% | +2.7% | +1.5% |
| 30D | -0.1% | -4.4% | +4.3% | +0.6% |
| 3M | +3.8% | +7.6% | -3.8% | +2.2% |
| 6M | +13.2% | -16.9% | +30.2% | +16.8% |
| YTD | +4.7% | -18.6% | +23.3% | +8.3% |
| 1Y | +14.4% | -26.7% | +41.0% | +20.9% |
| 3Y | +128.6% | -9.3% | +137.9% | +129.6% |
| All | +190.0% | +7.0% | +182.9% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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