+255.2%
WELL vs MAGS
+184.9%
+70.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +5.7% | -5.8% | +11.4% | +6.0% |
| 3M | +4.6% | +0.2% | +4.4% | +4.5% |
| 6M | +11.9% | -2.7% | +14.5% | +12.1% |
| YTD | +33.6% | +4.1% | +29.5% | +32.8% |
| 1Y | +29.8% | +7.5% | +22.3% | +28.6% |
| 3Y | +202.2% | +122.0% | +80.1% | +164.4% |
| All | +255.2% | +184.9% | +70.2% | +200.3% |
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