+190.4%
MAGS vs WTW
+39.7%
+150.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.8% | -7.8% | +6.0% | -1.6% |
| 30D | +1.1% | -7.9% | +9.0% | +1.3% |
| 3M | +7.7% | +19.9% | -12.2% | +7.5% |
| 6M | +11.7% | +9.8% | +1.9% | +11.8% |
| YTD | +4.9% | -3.3% | +8.2% | +5.3% |
| 1Y | +14.3% | -3.3% | +17.6% | +14.8% |
| 3Y | +128.9% | +61.5% | +67.4% | +141.7% |
| All | +190.4% | +39.7% | +150.8% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling