+6.3%
MAGS vs CDW
+13.2%
-6.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.7% | -10.4% | +1.4% |
| 7D | -1.4% | +3.7% | -5.1% | -1.7% |
| 30D | -4.4% | +26.0% | -30.4% | -5.8% |
| 3M | +1.9% | +10.1% | -8.2% | +1.0% |
| 6M | +4.9% | +26.1% | -21.1% | +3.1% |
| YTD | +6.5% | +25.9% | -19.3% | +5.4% |
| 1Y | +6.3% | +21.5% | -15.2% | +5.9% |
| All | +6.3% | +13.2% | -6.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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