+191.5%
MAGS vs WWD
+274.7%
-83.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +1.5% | -7.2% | +8.7% | +3.3% |
| 3M | +0.5% | -3.8% | +4.3% | +0.6% |
| 6M | +11.6% | -9.9% | +21.5% | +13.3% |
| YTD | +5.3% | +14.8% | -9.5% | -0.9% |
| 1Y | +14.9% | +42.1% | -27.2% | +0.4% |
| 3Y | +128.9% | +170.8% | -41.9% | +69.9% |
| All | +191.5% | +274.7% | -83.1% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling