+188.2%
MAGS vs WING
-9.2%
+197.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.7% | -2.5% | +4.2% | +2.0% |
| 30D | -5.8% | +29.5% | -35.3% | -9.2% |
| 3M | +0.2% | +40.2% | -39.9% | -4.8% |
| 6M | -2.7% | +32.7% | -35.4% | -7.6% |
| YTD | +4.1% | -32.8% | +36.9% | +8.2% |
| 1Y | +7.5% | -31.7% | +39.2% | +11.2% |
| 3Y | +122.0% | -24.7% | +146.8% | +121.7% |
| All | +188.2% | -9.2% | +197.5% | +183.2% |
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