+57.9%
WM vs MAGS
+184.9%
-127.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.2% | +1.7% | +1.5% | +3.3% |
| 30D | +13.0% | -5.8% | +18.8% | +12.7% |
| 3M | +9.2% | +0.2% | +9.0% | +9.2% |
| 6M | +13.6% | -2.7% | +16.3% | +13.7% |
| YTD | +12.4% | +4.1% | +8.3% | +12.6% |
| 1Y | +21.2% | +7.5% | +13.7% | +21.4% |
| 3Y | +48.7% | +122.0% | -73.4% | +49.3% |
| All | +57.9% | +184.9% | -127.1% | +63.9% |
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