+14.0%
MAGS vs WST
+33.7%
-19.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | +0.4% | -4.3% | +4.7% | +0.7% |
| 3M | +5.6% | +0.7% | +4.8% | +5.5% |
| 6M | +12.3% | +36.0% | -23.7% | +9.4% |
| YTD | +5.1% | +22.7% | -17.7% | +3.4% |
| 1Y | +14.0% | +34.1% | -20.1% | +10.8% |
| All | +14.0% | +33.7% | -19.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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