+191.0%
MAGS vs CDW
-21.0%
+212.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +0.8% | -4.2% | +5.1% | +1.8% |
| 30D | +0.4% | +4.9% | -4.4% | -0.9% |
| 3M | +5.6% | +7.3% | -1.7% | +3.1% |
| 6M | +12.3% | +19.2% | -6.9% | +4.3% |
| YTD | +5.1% | +6.2% | -1.1% | +1.2% |
| 1Y | +14.0% | -14.0% | +28.0% | +18.3% |
| 3Y | +129.4% | -30.0% | +159.4% | +142.8% |
| All | +191.0% | -21.0% | +212.0% | +203.8% |
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