+190.4%
MAGS vs WPM
+216.3%
-25.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.3% |
| 7D | -1.8% | -3.6% | +1.8% | -1.3% |
| 30D | +1.1% | +12.5% | -11.4% | -0.6% |
| 3M | +7.7% | +40.6% | -32.9% | +2.6% |
| 6M | +11.7% | +0.5% | +11.2% | +10.5% |
| YTD | +4.9% | +29.0% | -24.2% | +0.4% |
| 1Y | +14.3% | +43.8% | -29.5% | +7.7% |
| 3Y | +128.9% | +266.3% | -137.4% | +86.0% |
| All | +190.4% | +216.3% | -25.8% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling