+20.0%
WM vs MAGS
+4.9%
+15.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.8% |
| 7D | -0.5% | +1.3% | -1.8% | 0.0% |
| 30D | +13.3% | -6.3% | +19.6% | +11.5% |
| 3M | +4.4% | -0.1% | +4.5% | +4.4% |
| 6M | +10.8% | -0.8% | +11.6% | +11.1% |
| YTD | +9.1% | +4.7% | +4.3% | +10.5% |
| All | +20.0% | +4.9% | +15.1% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling