+191.0%
MAGS vs IWD
+76.0%
+115.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +1.0% |
| 7D | +0.8% | -1.2% | +2.0% | +2.1% |
| 30D | +0.4% | -1.6% | +2.1% | +2.3% |
| 3M | +5.6% | +7.0% | -1.4% | -1.9% |
| 6M | +12.3% | +17.0% | -4.7% | -5.3% |
| YTD | +5.1% | +21.6% | -16.5% | -15.2% |
| 1Y | +14.0% | +28.0% | -14.0% | -13.1% |
| 3Y | +129.4% | +70.6% | +58.8% | +34.9% |
| All | +191.0% | +76.0% | +115.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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