+14.4%
MAGS vs GWRE
-44.7%
+59.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +0.6% | -13.2% | +13.9% | +1.7% |
| 30D | +3.2% | -18.6% | +21.8% | +4.6% |
| 3M | +7.7% | +18.9% | -11.2% | +5.8% |
| 6M | +12.5% | -11.0% | +23.4% | +12.9% |
| YTD | +6.0% | -29.9% | +35.9% | +10.4% |
| 1Y | +14.4% | -44.3% | +58.7% | +23.8% |
| All | +14.4% | -44.7% | +59.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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