+14.9%
MAGS vs WSM
+19.9%
-5.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +1.5% | -8.4% | +9.9% | +2.9% |
| 3M | +0.5% | +9.7% | -9.2% | -1.3% |
| 6M | +11.6% | +16.7% | -5.1% | +7.7% |
| YTD | +5.3% | +28.7% | -23.4% | +0.9% |
| 1Y | +14.9% | +13.7% | +1.2% | +9.5% |
| All | +14.9% | +19.9% | -5.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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