+6.3%
MAGS vs WU
-18.0%
+24.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +2.2% |
| 7D | -1.4% | +8.2% | -9.6% | -1.4% |
| 30D | -4.4% | +8.0% | -12.4% | -4.5% |
| 3M | +1.9% | -6.6% | +8.6% | +2.0% |
| 6M | +4.9% | -23.3% | +28.2% | +5.1% |
| YTD | +6.5% | -22.4% | +29.0% | +6.8% |
| 1Y | +6.3% | -18.0% | +24.3% | +6.9% |
| All | +6.3% | -18.0% | +24.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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