+3.9%
MAGS vs BBWI
+1.6%
+2.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.0% | -7.7% | +5.8% | -1.4% |
| 30D | -6.9% | +24.8% | -31.6% | -8.5% |
| 3M | +0.7% | +16.2% | -15.6% | -0.7% |
| 6M | -0.8% | +15.8% | -16.6% | -2.3% |
| YTD | +4.4% | +11.4% | -7.0% | +3.0% |
| 1Y | +3.9% | +3.2% | +0.7% | +2.7% |
| All | +3.9% | +1.6% | +2.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling