+190.0%
MAGS vs CDW
-8.7%
+198.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.5% | +1.2% |
| 7D | +1.3% | +9.3% | -8.0% | -0.7% |
| 30D | -6.3% | +15.8% | -22.1% | -9.6% |
| 3M | -0.1% | +21.8% | -21.9% | -5.0% |
| 6M | -0.8% | +58.8% | -59.5% | -12.8% |
| YTD | +4.7% | +22.8% | -18.0% | -2.8% |
| 1Y | +6.8% | +17.9% | -11.1% | +0.5% |
| 3Y | +128.9% | -17.4% | +146.3% | +133.2% |
| All | +190.0% | -8.7% | +198.7% | +191.9% |
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 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