+6.3%
MAGS vs WY
+0.3%
+6.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +2.4% |
| 7D | -1.4% | +13.3% | -14.7% | -0.9% |
| 30D | -4.4% | +17.6% | -22.0% | -3.9% |
| 3M | +1.9% | -15.0% | +16.9% | +2.7% |
| 6M | +4.9% | -5.9% | +10.9% | +5.5% |
| YTD | +6.5% | -5.7% | +12.3% | +6.9% |
| 1Y | +6.3% | -0.2% | +6.5% | +7.8% |
| All | +6.3% | +0.3% | +6.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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