-0.1%
AWK vs MAGS
+187.1%
-187.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -0.7% | -1.8% | +1.0% | -1.0% |
| 30D | +2.8% | +1.1% | +1.7% | +3.0% |
| 3M | +11.3% | +7.7% | +3.6% | +12.8% |
| 6M | +6.7% | +11.7% | -5.0% | +8.9% |
| YTD | +9.4% | +4.9% | +4.5% | +10.7% |
| 1Y | +3.7% | +14.3% | -10.6% | +6.3% |
| 3Y | +9.2% | +128.9% | -119.7% | +8.2% |
| All | -0.1% | +187.1% | -187.2% | -0.1% |
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