+8.4%
MAGS vs WOLF
+39.8%
-31.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.7% | +7.5% | +0.3% |
| 7D | -1.8% | -6.2% | +4.4% | -1.4% |
| 30D | +1.1% | -16.5% | +17.6% | +2.1% |
| 3M | +7.7% | -42.0% | +49.8% | +10.4% |
| 6M | +11.7% | +51.8% | -40.1% | +5.0% |
| YTD | +4.9% | +44.6% | -39.7% | -1.5% |
| All | +8.4% | +39.8% | -31.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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