+259.4%
WELL vs MAGS
+185.9%
+73.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +7.8% | -6.9% | +14.7% | +8.2% |
| 3M | +10.2% | +0.7% | +9.6% | +10.1% |
| 6M | +16.4% | -0.8% | +17.2% | +16.4% |
| YTD | +35.2% | +4.4% | +30.7% | +34.3% |
| 1Y | +30.5% | +3.9% | +26.5% | +29.7% |
| 3Y | +206.1% | +122.7% | +83.4% | +167.8% |
| All | +259.4% | +185.9% | +73.5% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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