+191.0%
MAGS vs WING
-37.0%
+228.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.2% |
| 7D | +0.8% | -2.3% | +3.1% | +1.1% |
| 30D | +0.4% | -5.6% | +6.0% | +1.0% |
| 3M | +5.6% | -22.9% | +28.5% | +8.7% |
| 6M | +12.3% | -50.4% | +62.7% | +23.1% |
| YTD | +5.1% | -53.3% | +58.4% | +15.3% |
| 1Y | +14.0% | -61.2% | +75.2% | +28.6% |
| 3Y | +129.4% | -30.1% | +159.4% | +138.0% |
| All | +191.0% | -37.0% | +228.0% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling