+46.5%
WM vs MAGS
+122.9%
-76.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +0.8% | -2.0% | +2.7% | +0.7% |
| 30D | +13.8% | -6.9% | +20.7% | +13.5% |
| 3M | +6.4% | +0.7% | +5.7% | +6.4% |
| 6M | +13.2% | -0.8% | +14.0% | +13.3% |
| YTD | +10.8% | +4.4% | +6.3% | +10.9% |
| 1Y | +20.2% | +3.9% | +16.3% | +20.4% |
| All | +46.5% | +122.9% | -76.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling