+191.5%
MAGS vs DPZ
+8.8%
+182.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +0.5% | -2.5% | +3.1% | +1.0% |
| 30D | +1.5% | -7.0% | +8.5% | +2.6% |
| 3M | +0.5% | +11.6% | -11.1% | -1.7% |
| 6M | +11.6% | -15.2% | +26.8% | +14.6% |
| YTD | +5.3% | -17.2% | +22.5% | +8.6% |
| 1Y | +14.9% | -24.8% | +39.7% | +20.9% |
| 3Y | +128.9% | -8.7% | +137.6% | +129.5% |
| All | +191.5% | +8.8% | +182.7% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling