+193.4%
MAGS vs BWA
+67.6%
+125.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.7% |
| 7D | +0.6% | -1.3% | +2.0% | +0.9% |
| 30D | +3.2% | -2.9% | +6.2% | +3.7% |
| 3M | +7.7% | -10.7% | +18.4% | +10.0% |
| 6M | +12.5% | +26.5% | -14.0% | +6.3% |
| YTD | +6.0% | +49.1% | -43.1% | -4.9% |
| 1Y | +14.4% | +52.1% | -37.7% | +1.8% |
| 3Y | +127.5% | +72.6% | +55.0% | +83.9% |
| All | +193.4% | +67.6% | +125.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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