+193.4%
MAGS vs DTE
+30.4%
+163.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.9% |
| 7D | +0.6% | -2.6% | +3.2% | +0.4% |
| 30D | +3.2% | -4.4% | +7.6% | +2.8% |
| 3M | +7.7% | -8.3% | +16.0% | +6.7% |
| 6M | +12.5% | -8.1% | +20.5% | +11.6% |
| YTD | +6.0% | +4.4% | +1.5% | +6.2% |
| 1Y | +14.4% | +0.2% | +14.2% | +14.4% |
| 3Y | +127.5% | +42.6% | +84.9% | +140.0% |
| All | +193.4% | +30.4% | +163.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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