+189.1%
MAGS vs BBWI
-38.6%
+227.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | +3.0% | -4.5% | +7.5% | +3.7% |
| 30D | -7.3% | +17.1% | -24.4% | -9.6% |
| 3M | +1.7% | +17.5% | -15.8% | -1.3% |
| 6M | -0.4% | +12.8% | -13.2% | -3.1% |
| YTD | +4.4% | +8.2% | -3.8% | +1.3% |
| 1Y | +5.1% | -1.8% | +6.9% | +2.8% |
| 3Y | +122.6% | -25.8% | +148.4% | +123.8% |
| All | +189.1% | -38.6% | +227.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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