+193.4%
MAGS vs WAB
+191.4%
+2.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +3.2% | -4.1% | +7.3% | +5.0% |
| 3M | +7.7% | +8.2% | -0.5% | +2.9% |
| 6M | +12.5% | +15.4% | -2.9% | +3.3% |
| YTD | +6.0% | +33.1% | -27.2% | -10.2% |
| 1Y | +14.4% | +48.1% | -33.7% | -8.9% |
| 3Y | +127.5% | +167.7% | -40.2% | +53.6% |
| All | +193.4% | +191.4% | +2.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling