+190.4%
MAGS vs WEC
+21.4%
+169.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -2.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.0% |
| 3M | +7.7% | -6.8% | +14.5% | +6.2% |
| 6M | +11.7% | -6.4% | +18.1% | +10.4% |
| YTD | +4.9% | +2.5% | +2.4% | +5.6% |
| 1Y | +14.3% | -0.4% | +14.7% | +14.6% |
| 3Y | +128.9% | +38.5% | +90.4% | +147.8% |
| All | +190.4% | +21.4% | +169.0% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling