+187.8%
MAGS vs CDW
-6.0%
+193.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.4% |
| 7D | -0.3% | +13.1% | -13.4% | -3.0% |
| 30D | -7.1% | +19.1% | -26.2% | -10.9% |
| 3M | -0.7% | +24.7% | -25.4% | -6.1% |
| 6M | -1.5% | +63.4% | -64.9% | -14.1% |
| YTD | +3.9% | +26.3% | -22.4% | -4.2% |
| 1Y | +3.1% | +20.6% | -17.5% | -3.4% |
| 3Y | +121.6% | -16.3% | +137.9% | +125.1% |
| All | +187.8% | -6.0% | +193.8% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling