+122.0%
MAGS vs WU
-23.0%
+145.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | +1.7% | -2.0% | +3.7% | +1.9% |
| 30D | -5.8% | +11.4% | -17.2% | -7.0% |
| 3M | +0.2% | -6.8% | +7.1% | +1.0% |
| 6M | -2.7% | -14.6% | +12.0% | -1.3% |
| YTD | +4.1% | -20.6% | +24.7% | +6.5% |
| 1Y | +7.5% | -15.4% | +22.9% | +8.6% |
| 3Y | +122.0% | -23.6% | +145.7% | +120.9% |
| All | +122.0% | -23.0% | +145.1% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling