+190.4%
MAGS vs DVA
+118.5%
+72.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.1% | +1.7% | -0.6% | +1.0% |
| 3M | +7.7% | -8.7% | +16.4% | +7.9% |
| 6M | +11.7% | +19.7% | -7.9% | +10.5% |
| YTD | +4.9% | +59.6% | -54.7% | +2.0% |
| 1Y | +14.3% | +37.1% | -22.8% | +12.5% |
| 3Y | +128.9% | +89.8% | +39.1% | +121.0% |
| All | +190.4% | +118.5% | +72.0% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling