+189.2%
MAGS vs WING
-4.9%
+194.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -6.9% | +32.3% | -39.2% | -10.5% |
| 3M | +0.7% | +50.2% | -49.5% | -5.3% |
| 6M | -0.8% | +31.7% | -32.4% | -5.6% |
| YTD | +4.4% | -29.6% | +34.1% | +8.0% |
| 1Y | +3.9% | -29.7% | +33.6% | +7.2% |
| 3Y | +122.7% | -19.8% | +142.5% | +120.8% |
| All | +189.2% | -4.9% | +194.2% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling