+190.4%
MAGS vs WY
-19.5%
+209.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | +1.1% | -11.3% | +12.4% | +3.2% |
| 3M | +7.7% | -8.1% | +15.9% | +9.0% |
| 6M | +11.7% | -7.4% | +19.1% | +12.7% |
| YTD | +4.9% | -4.7% | +9.6% | +4.9% |
| 1Y | +14.3% | -9.2% | +23.5% | +15.6% |
| 3Y | +128.9% | -24.7% | +153.6% | +136.8% |
| All | +190.4% | -19.5% | +209.9% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling