+188.2%
MAGS vs NWSA
+59.2%
+129.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.3% |
| 7D | +1.7% | +2.2% | -0.5% | +0.8% |
| 30D | -5.8% | -8.8% | +3.0% | -2.9% |
| 3M | +0.2% | -6.5% | +6.7% | +2.2% |
| 6M | -2.7% | +1.5% | -4.2% | -4.5% |
| YTD | +4.1% | +4.0% | +0.1% | +0.6% |
| 1Y | +7.5% | +3.4% | +4.1% | +4.1% |
| 3Y | +122.0% | +34.8% | +87.2% | +98.2% |
| All | +188.2% | +59.2% | +129.1% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling