+14.9%
MAGS vs DRI
+6.9%
+7.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.5% | +0.6% | 0.0% | +0.6% |
| 30D | +1.5% | +3.8% | -2.4% | +1.6% |
| 3M | +0.5% | +13.0% | -12.5% | +0.5% |
| 6M | +11.6% | +8.3% | +3.3% | +11.5% |
| YTD | +5.3% | +20.6% | -15.3% | +5.5% |
| 1Y | +14.9% | +6.5% | +8.4% | +14.7% |
| All | +14.9% | +6.9% | +7.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling