+187.8%
MAGS vs DRI
+69.1%
+118.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 3M | -0.7% | +5.8% | -6.5% | -1.8% |
| 6M | -1.5% | +18.4% | -20.0% | -5.0% |
| YTD | +3.9% | +28.2% | -24.3% | -2.1% |
| 1Y | +3.1% | +35.9% | -32.8% | -4.4% |
| 3Y | +121.6% | +67.7% | +53.9% | +96.2% |
| All | +187.8% | +69.1% | +118.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling