+125.2%
MAGS vs WSM
+226.4%
-101.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +1.1% | -10.7% | +11.8% | +3.7% |
| 3M | +7.7% | +8.5% | -0.8% | +5.5% |
| 6M | +11.7% | +19.6% | -7.9% | +6.6% |
| YTD | +4.9% | +26.6% | -21.7% | -1.5% |
| 1Y | +14.3% | +12.0% | +2.4% | +10.1% |
| All | +125.2% | +226.4% | -101.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling