+191.5%
MAGS vs WAT
+36.0%
+155.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | +1.5% | +2.3% | -0.9% | +1.1% |
| 3M | +0.5% | +8.7% | -8.3% | -1.1% |
| 6M | +11.6% | +28.3% | -16.7% | +6.1% |
| YTD | +5.3% | +7.8% | -2.5% | +3.1% |
| 1Y | +14.9% | +36.6% | -21.7% | +6.8% |
| 3Y | +128.9% | +45.7% | +83.2% | +110.2% |
| All | +191.5% | +36.0% | +155.5% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling