+122.0%
MAGS vs WST
+24.3%
+97.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +1.7% | +4.2% | -2.5% | +1.3% |
| 30D | -5.8% | +11.2% | -17.0% | -6.6% |
| 3M | +0.2% | +20.4% | -20.1% | -1.2% |
| 6M | -2.7% | +37.9% | -40.5% | -5.1% |
| YTD | +4.1% | +51.8% | -47.7% | +0.5% |
| 1Y | +7.5% | +56.6% | -49.1% | +3.5% |
| 3Y | +122.0% | +24.2% | +97.8% | +104.4% |
| All | +122.0% | +24.3% | +97.7% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling