+187.8%
MAGS vs WAT
+58.0%
+129.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | -7.1% | +9.6% | -16.7% | -8.6% |
| 3M | -0.7% | +15.5% | -16.2% | -3.3% |
| 6M | -1.5% | +33.9% | -35.4% | -6.8% |
| YTD | +3.9% | +25.2% | -21.3% | -0.9% |
| 1Y | +3.1% | +26.3% | -23.2% | -1.9% |
| 3Y | +121.6% | +85.8% | +35.8% | +95.9% |
| All | +187.8% | +58.0% | +129.8% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling