+189.2%
MAGS vs CDW
-4.0%
+193.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -2.0% | +2.6% | -4.5% | -2.5% |
| 30D | -6.9% | +20.4% | -27.3% | -10.9% |
| 3M | +0.7% | +28.5% | -27.8% | -5.5% |
| 6M | -0.8% | +70.6% | -71.4% | -14.3% |
| YTD | +4.4% | +29.1% | -24.6% | -4.2% |
| 1Y | +3.9% | +23.8% | -19.9% | -3.3% |
| 3Y | +122.7% | -14.5% | +137.2% | +125.1% |
| All | +189.2% | -4.0% | +193.2% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling