+189.2%
MAGS vs WEC
+35.4%
+153.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.6% |
| 7D | -2.0% | -0.5% | -1.4% | -2.1% |
| 30D | -6.9% | +12.0% | -18.9% | -4.3% |
| 3M | +0.7% | +11.1% | -10.4% | +3.2% |
| 6M | -0.8% | +6.0% | -6.8% | +0.8% |
| YTD | +4.4% | +14.3% | -9.8% | +7.9% |
| 1Y | +3.9% | +8.0% | -4.1% | +6.2% |
| 3Y | +122.7% | +62.8% | +59.9% | +147.7% |
| All | +189.2% | +35.4% | +153.8% | +222.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling