+189.2%
MAGS vs BBWI
-36.7%
+225.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.0% | -7.7% | +5.8% | -0.9% |
| 30D | -6.9% | +24.8% | -31.6% | -10.0% |
| 3M | +0.7% | +16.2% | -15.6% | -2.1% |
| 6M | -0.8% | +15.8% | -16.6% | -3.9% |
| YTD | +4.4% | +11.4% | -7.0% | +0.9% |
| 1Y | +3.9% | +3.2% | +0.7% | +0.9% |
| 3Y | +122.7% | -23.5% | +146.2% | +123.0% |
| All | +189.2% | -36.7% | +225.9% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling