+120.4%
WMT vs MAGS
+186.6%
-66.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | -5.0% | -0.1% | -4.9% | -4.9% |
| 3M | -11.3% | +3.8% | -15.1% | -11.8% |
| 6M | -13.8% | +13.2% | -27.0% | -15.7% |
| YTD | -4.2% | +4.7% | -8.9% | -5.1% |
| 1Y | +4.6% | +14.4% | -9.8% | +1.4% |
| 3Y | +100.5% | +128.6% | -28.1% | +73.0% |
| All | +120.4% | +186.6% | -66.2% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling