+191.0%
MAGS vs DRI
+53.6%
+137.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.8% | -4.8% | +5.6% | +1.7% |
| 30D | +0.4% | -3.9% | +4.3% | +1.0% |
| 3M | +5.6% | +5.1% | +0.5% | +4.2% |
| 6M | +12.3% | +5.5% | +6.8% | +10.6% |
| YTD | +5.1% | +16.5% | -11.4% | +0.7% |
| 1Y | +14.0% | +2.0% | +12.0% | +12.9% |
| 3Y | +129.4% | +54.5% | +74.9% | +105.8% |
| All | +191.0% | +53.6% | +137.4% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling