+241.1%
WELL vs MAGS
+190.0%
+51.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -0.2% | +0.6% | -0.9% | -0.3% |
| 30D | +2.3% | +3.2% | -0.9% | +2.1% |
| 3M | +12.3% | +7.7% | +4.6% | +11.6% |
| 6M | +15.6% | +12.5% | +3.1% | +14.2% |
| YTD | +28.3% | +6.0% | +22.4% | +27.5% |
| 1Y | +41.9% | +14.4% | +27.5% | +39.8% |
| 3Y | +198.3% | +127.5% | +70.8% | +159.3% |
| All | +241.1% | +190.0% | +51.1% | +188.3% |
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