+190.0%
MAGS vs GWW
+103.8%
+86.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.3% |
| 7D | +1.2% | -1.5% | +2.8% | +1.7% |
| 30D | -0.1% | +1.1% | -1.2% | -0.6% |
| 3M | +3.8% | -1.0% | +4.8% | +3.7% |
| 6M | +13.2% | +16.3% | -3.1% | +6.5% |
| YTD | +4.7% | +28.5% | -23.8% | -5.6% |
| 1Y | +14.4% | +30.3% | -15.9% | +2.3% |
| 3Y | +128.6% | +91.6% | +36.9% | +83.0% |
| All | +190.0% | +103.8% | +86.2% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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