+14.3%
MAGS vs WPM
+44.1%
-29.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.5% |
| 6M | +11.7% | +0.5% | +11.2% | +9.6% |
| YTD | +4.9% | +29.0% | -24.2% | +1.8% |
| 1Y | +14.3% | +43.8% | -29.5% | +10.1% |
| All | +14.3% | +44.1% | -29.7% | +10.1% |
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