+191.0%
MAGS vs WAT
+34.5%
+156.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +0.4% | -1.7% | +2.1% | +0.7% |
| 3M | +5.6% | +9.1% | -3.5% | +3.8% |
| 6M | +12.3% | +32.4% | -20.1% | +6.2% |
| YTD | +5.1% | +6.6% | -1.5% | +3.1% |
| 1Y | +14.0% | +34.7% | -20.7% | +6.2% |
| 3Y | +129.4% | +53.6% | +75.8% | +109.4% |
| All | +191.0% | +34.5% | +156.5% | +175.2% |
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