+127.5%
MAGS vs DVA
+89.6%
+37.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.6% | -1.3% | +2.0% | +0.7% |
| 30D | +3.2% | 0.0% | +3.2% | +3.2% |
| 3M | +7.7% | -10.9% | +18.6% | +8.0% |
| 6M | +12.5% | +17.3% | -4.8% | +11.4% |
| YTD | +6.0% | +59.8% | -53.8% | +3.1% |
| 1Y | +14.4% | +36.3% | -21.9% | +12.7% |
| 3Y | +127.5% | +88.6% | +38.9% | +119.6% |
| All | +127.5% | +89.6% | +37.9% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling