+190.0%
MAGS vs DTE
+35.0%
+155.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.4% |
| 7D | +1.2% | +0.9% | +0.3% | +1.3% |
| 30D | -0.1% | -1.9% | +1.8% | -0.3% |
| 3M | +3.8% | -3.3% | +7.1% | +3.4% |
| 6M | +13.2% | -7.1% | +20.4% | +12.6% |
| YTD | +4.7% | +8.1% | -3.4% | +5.3% |
| 1Y | +14.4% | +5.3% | +9.1% | +14.9% |
| 3Y | +128.6% | +48.2% | +80.4% | +142.0% |
| All | +190.0% | +35.0% | +155.0% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling