+122.0%
MAGS vs WCN
+52.1%
+69.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +2.6% | -0.9% | +1.6% |
| 30D | -5.8% | +23.9% | -29.7% | -7.1% |
| 3M | +0.2% | +17.4% | -17.2% | -0.7% |
| 6M | -2.7% | +28.0% | -30.7% | -4.7% |
| YTD | +4.1% | +11.6% | -7.5% | +4.2% |
| 1Y | +7.5% | +16.9% | -9.4% | +6.5% |
| 3Y | +122.0% | +51.6% | +70.4% | +110.0% |
| All | +122.0% | +52.1% | +69.9% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling