+191.0%
MAGS vs WPM
+228.4%
-37.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.8% | +3.9% | -3.1% | +0.3% |
| 30D | +0.4% | +17.7% | -17.3% | -1.9% |
| 3M | +5.6% | +39.4% | -33.9% | +0.6% |
| 6M | +12.3% | +6.4% | +5.9% | +10.3% |
| YTD | +5.1% | +34.0% | -28.9% | +0.2% |
| 1Y | +14.0% | +50.5% | -36.6% | +6.8% |
| 3Y | +129.4% | +280.3% | -150.9% | +85.5% |
| All | +191.0% | +228.4% | -37.4% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling