+190.0%
MAGS vs DRI
+56.2%
+133.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.2% | -1.2% | +2.5% | +1.4% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +3.8% | +9.5% | -5.7% | +1.7% |
| 6M | +13.2% | +6.5% | +6.8% | +11.3% |
| YTD | +4.7% | +18.4% | -13.7% | +0.1% |
| 1Y | +14.4% | +4.2% | +10.2% | +12.8% |
| 3Y | +128.6% | +57.1% | +71.5% | +104.5% |
| All | +190.0% | +56.2% | +133.8% | +158.2% |
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