+193.4%
MAGS vs WCN
+18.4%
+175.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.6% | -3.1% | +3.8% | +1.0% |
| 30D | +3.2% | -3.4% | +6.6% | +3.6% |
| 3M | +7.7% | +3.0% | +4.7% | +7.1% |
| 6M | +12.5% | -3.8% | +16.2% | +13.0% |
| YTD | +6.0% | -8.3% | +14.3% | +7.4% |
| 1Y | +14.4% | -9.7% | +24.1% | +16.4% |
| 3Y | +127.5% | +17.2% | +110.4% | +118.4% |
| All | +193.4% | +18.4% | +175.0% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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