+188.2%
MAGS vs WAT
+52.9%
+135.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -5.8% | +5.4% | -11.2% | -6.6% |
| 3M | +0.2% | +11.3% | -11.1% | -1.7% |
| 6M | -2.7% | +37.4% | -40.1% | -8.2% |
| YTD | +4.1% | +21.2% | -17.1% | -0.2% |
| 1Y | +7.5% | +21.3% | -13.8% | +3.0% |
| 3Y | +122.0% | +83.4% | +38.7% | +96.9% |
| All | +188.2% | +52.9% | +135.4% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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