+190.4%
MAGS vs WING
-37.0%
+227.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +1.1% | -0.5% | +1.5% | +0.9% |
| 3M | +7.7% | -23.9% | +31.6% | +11.1% |
| 6M | +11.7% | -48.9% | +60.6% | +21.9% |
| YTD | +4.9% | -53.3% | +58.2% | +15.1% |
| 1Y | +14.3% | -60.3% | +74.6% | +28.5% |
| 3Y | +128.9% | -30.1% | +159.0% | +137.6% |
| All | +190.4% | -37.0% | +227.4% | +201.1% |
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 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