+7.5%
AWK vs MAGS
+184.9%
-177.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +0.1% | +1.7% | -1.5% | +0.4% |
| 30D | +14.3% | -5.8% | +20.0% | +13.3% |
| 3M | +10.3% | +0.2% | +10.0% | +10.4% |
| 6M | +18.9% | -2.7% | +21.6% | +18.8% |
| YTD | +17.7% | +4.1% | +13.6% | +19.1% |
| 1Y | +16.9% | +7.5% | +9.3% | +18.8% |
| 3Y | +32.2% | +122.0% | -89.9% | +31.5% |
| All | +7.5% | +184.9% | -177.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling