+14.9%
MAGS vs WING
-65.5%
+80.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.5% | -3.9% | +4.4% | +0.8% |
| 30D | +1.5% | -11.6% | +13.1% | +2.2% |
| 3M | +0.5% | -24.2% | +24.7% | +2.0% |
| 6M | +11.6% | -54.1% | +65.7% | +17.3% |
| YTD | +5.3% | -53.9% | +59.2% | +10.4% |
| 1Y | +14.9% | -64.4% | +79.2% | +22.1% |
| All | +14.9% | -65.5% | +80.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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