+128.6%
MAGS vs IWD
+71.7%
+56.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | -0.1% | -0.8% | +0.7% | +0.8% |
| 3M | +3.8% | +8.0% | -4.2% | -4.8% |
| 6M | +13.2% | +18.2% | -4.9% | -6.2% |
| YTD | +4.7% | +22.3% | -17.6% | -16.7% |
| 1Y | +14.4% | +28.9% | -14.5% | -14.4% |
| 3Y | +128.6% | +71.5% | +57.0% | +33.1% |
| All | +128.6% | +71.7% | +56.9% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling