+190.0%
MAGS vs NWSA
+75.4%
+114.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.2% |
| 7D | +1.2% | -2.6% | +3.9% | +2.3% |
| 30D | -0.1% | +4.6% | -4.7% | -1.9% |
| 3M | +3.8% | +10.2% | -6.4% | -0.6% |
| 6M | +13.2% | +21.6% | -8.4% | +3.7% |
| YTD | +4.7% | +14.6% | -9.9% | -1.9% |
| 1Y | +14.4% | +0.4% | +14.0% | +13.9% |
| 3Y | +128.6% | +45.0% | +83.6% | +98.5% |
| All | +190.0% | +75.4% | +114.6% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling