+189.2%
MAGS vs DRI
+69.3%
+119.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -6.9% | +14.7% | -21.6% | -9.0% |
| 3M | +0.7% | +5.4% | -4.8% | -0.4% |
| 6M | -0.8% | +18.8% | -19.6% | -4.4% |
| YTD | +4.4% | +28.4% | -23.9% | -1.6% |
| 1Y | +3.9% | +37.7% | -33.7% | -4.0% |
| 3Y | +122.7% | +68.0% | +54.8% | +97.1% |
| All | +189.2% | +69.3% | +119.9% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling