+101.9%
WMT vs MAGS
+128.4%
-26.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -7.4% | +3.2% | -10.6% | -7.8% |
| 3M | -10.9% | +7.7% | -18.5% | -11.9% |
| 6M | -12.7% | +12.5% | -25.1% | -14.6% |
| YTD | -3.2% | +6.0% | -9.2% | -4.4% |
| 1Y | +5.3% | +14.4% | -9.1% | +2.0% |
| 3Y | +101.9% | +127.5% | -25.7% | +70.3% |
| All | +101.9% | +128.4% | -26.5% | +70.3% |
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 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