+190.4%
MAGS vs WWD
+260.1%
-69.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | -1.8% | -2.9% | +1.1% | -1.1% |
| 30D | +1.1% | -6.6% | +7.7% | +2.8% |
| 3M | +7.7% | -9.3% | +17.0% | +9.6% |
| 6M | +11.7% | -13.6% | +25.3% | +14.6% |
| YTD | +4.9% | +10.4% | -5.5% | -0.3% |
| 1Y | +14.3% | +39.9% | -25.5% | +0.1% |
| 3Y | +128.9% | +165.0% | -36.1% | +71.5% |
| All | +190.4% | +260.1% | -69.7% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling