+6.3%
MAGS vs WPM
+38.8%
-32.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | +0.3% |
| 7D | -1.4% | +3.9% | -5.3% | -2.1% |
| 30D | -4.4% | -3.5% | -0.9% | -4.0% |
| 3M | +1.9% | +14.1% | -12.2% | -0.8% |
| 6M | +4.9% | +6.2% | -1.3% | +3.0% |
| YTD | +6.5% | +12.4% | -5.8% | +2.4% |
| 1Y | +6.3% | +40.0% | -33.7% | -4.0% |
| All | +6.3% | +38.8% | -32.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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