+188.2%
MAGS vs WAB
+206.6%
-18.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.1% |
| 7D | +1.7% | +5.1% | -3.4% | -0.5% |
| 30D | -5.8% | +4.0% | -9.8% | -7.4% |
| 3M | +0.2% | +0.1% | +0.2% | 0.0% |
| 6M | -2.7% | +12.8% | -15.4% | -8.7% |
| YTD | +4.1% | +40.1% | -36.0% | -13.8% |
| 1Y | +7.5% | +46.4% | -38.9% | -13.2% |
| 3Y | +122.0% | +167.4% | -45.3% | +47.3% |
| All | +188.2% | +206.6% | -18.3% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling