+119.7%
WMT vs MAGS
+187.1%
-67.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -6.4% | +1.1% | -7.5% | -6.6% |
| 3M | -12.1% | +7.7% | -19.8% | -13.2% |
| 6M | -15.0% | +11.7% | -26.7% | -16.6% |
| YTD | -4.5% | +4.9% | -9.4% | -5.4% |
| 1Y | +6.2% | +14.3% | -8.2% | +3.0% |
| 3Y | +99.9% | +128.9% | -29.0% | +72.4% |
| All | +119.7% | +187.1% | -67.4% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling