+7.5%
MAGS vs WING
-33.3%
+40.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.7% | -2.5% | +4.2% | +1.8% |
| 30D | -5.8% | +29.5% | -35.3% | -7.1% |
| 3M | +0.2% | +40.2% | -39.9% | -1.8% |
| 6M | -2.7% | +32.7% | -35.4% | -4.5% |
| YTD | +4.1% | -32.8% | +36.9% | +6.8% |
| 1Y | +7.5% | -31.7% | +39.2% | +10.2% |
| All | +7.5% | -33.3% | +40.8% | +10.2% |
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 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