+124.9%
MAGS vs WEC
+41.5%
+83.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.3% |
| 7D | +1.2% | +0.8% | +0.4% | +1.4% |
| 30D | -0.1% | +0.3% | -0.4% | 0.0% |
| 3M | +3.8% | -2.9% | +6.7% | +3.2% |
| 6M | +13.2% | -5.9% | +19.2% | +12.0% |
| YTD | +4.7% | +4.1% | +0.6% | +5.8% |
| 1Y | +14.4% | +3.1% | +11.3% | +15.5% |
| All | +124.9% | +41.5% | +83.4% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling