+191.5%
MAGS vs IWD
+78.4%
+113.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.9% |
| 30D | +1.5% | +0.6% | +0.9% | +0.9% |
| 3M | +0.5% | +7.2% | -6.8% | -6.8% |
| 6M | +11.6% | +16.2% | -4.6% | -5.3% |
| YTD | +5.3% | +23.3% | -18.1% | -16.3% |
| 1Y | +14.9% | +29.6% | -14.7% | -13.5% |
| 3Y | +128.9% | +70.5% | +58.4% | +33.9% |
| All | +191.5% | +78.4% | +113.1% | +66.3% |
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