+188.2%
MAGS vs BWA
+28.0%
+160.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +4.3% | -2.6% | +0.8% |
| 30D | -5.8% | -13.0% | +7.2% | -3.1% |
| 3M | +0.2% | -24.8% | +25.1% | +6.0% |
| 6M | -2.7% | -23.5% | +20.9% | +2.2% |
| YTD | +4.1% | +13.8% | -9.7% | -1.5% |
| 1Y | +7.5% | +13.4% | -5.9% | +1.7% |
| 3Y | +122.0% | +62.8% | +59.3% | +84.3% |
| All | +188.2% | +28.0% | +160.3% | +147.8% |
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