+190.0%
MAGS vs IWD
+82.6%
+107.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +0.1% |
| 7D | +1.3% | +1.3% | +0.1% | 0.0% |
| 30D | -6.3% | +3.6% | -9.9% | -9.8% |
| 3M | -0.1% | +2.3% | -2.4% | -2.5% |
| 6M | -0.8% | +13.0% | -13.8% | -13.1% |
| YTD | +4.7% | +26.2% | -21.4% | -18.7% |
| 1Y | +6.8% | +30.5% | -23.7% | -20.2% |
| 3Y | +128.9% | +86.2% | +42.7% | +24.1% |
| All | +190.0% | +82.6% | +107.5% | +61.5% |
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