+183.5%
MAGS vs IWD
+79.0%
+104.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -1.4% | -0.5% | -0.9% | -0.8% |
| 30D | -8.4% | +2.7% | -11.0% | -10.9% |
| 3M | -1.5% | +0.9% | -2.4% | -2.4% |
| 6M | -1.4% | +10.5% | -11.9% | -11.5% |
| YTD | +2.4% | +23.7% | -21.3% | -18.8% |
| 1Y | +3.5% | +28.7% | -25.2% | -21.5% |
| 3Y | +125.3% | +79.7% | +45.6% | +26.4% |
| All | +183.5% | +79.0% | +104.5% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling