+128.6%
MAGS vs BWA
+72.9%
+55.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +1.2% | +4.3% | -3.0% | +0.3% |
| 30D | -0.1% | -2.9% | +2.8% | +0.4% |
| 3M | +3.8% | -12.4% | +16.2% | +6.5% |
| 6M | +13.2% | +28.6% | -15.3% | +6.5% |
| YTD | +4.7% | +48.2% | -43.5% | -6.3% |
| 1Y | +14.4% | +50.9% | -36.5% | +1.5% |
| 3Y | +128.6% | +72.2% | +56.4% | +80.5% |
| All | +128.6% | +72.9% | +55.7% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling