+128.6%
MAGS vs WING
-31.3%
+159.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +1.2% | -0.1% | +1.4% | +1.2% |
| 30D | -0.1% | -6.0% | +5.9% | +0.6% |
| 3M | +3.8% | -23.5% | +27.3% | +7.2% |
| 6M | +13.2% | -52.0% | +65.2% | +25.7% |
| YTD | +4.7% | -53.8% | +58.5% | +15.8% |
| 1Y | +14.4% | -63.8% | +78.2% | +32.2% |
| 3Y | +128.6% | -30.8% | +159.3% | +94.4% |
| All | +128.6% | -31.3% | +159.8% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling