+191.5%
MAGS vs WY
-15.7%
+207.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +0.5% | -1.7% | +2.3% | +0.8% |
| 30D | +1.5% | -10.1% | +11.6% | +3.4% |
| 3M | +0.5% | -5.1% | +5.6% | +1.1% |
| 6M | +11.6% | -4.8% | +16.4% | +12.1% |
| YTD | +5.3% | -0.2% | +5.5% | +4.5% |
| 1Y | +14.9% | -6.6% | +21.5% | +15.7% |
| 3Y | +128.9% | -22.7% | +151.6% | +135.5% |
| All | +191.5% | -15.7% | +207.2% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling