+14.9%
MAGS vs WEC
+1.8%
+13.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.6% |
| 7D | +0.5% | -0.3% | +0.8% | +0.4% |
| 30D | +1.5% | -1.3% | +2.8% | +1.1% |
| 3M | +0.5% | -3.9% | +4.4% | -0.8% |
| 6M | +11.6% | -8.3% | +19.9% | +9.4% |
| YTD | +5.3% | +3.1% | +2.2% | +5.8% |
| 1Y | +14.9% | +1.9% | +12.9% | +15.8% |
| All | +14.9% | +1.8% | +13.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling