+121.6%
MAGS vs DRI
+69.5%
+52.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | +4.2% | -4.5% | -0.9% |
| 30D | -7.1% | +15.7% | -22.8% | -9.2% |
| 3M | -0.7% | +5.8% | -6.5% | -1.7% |
| 6M | -1.5% | +18.4% | -20.0% | -4.9% |
| YTD | +3.9% | +28.2% | -24.3% | -1.9% |
| 1Y | +3.1% | +35.9% | -32.8% | -4.2% |
| 3Y | +121.6% | +67.7% | +53.9% | +106.3% |
| All | +121.6% | +69.5% | +52.1% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling