+41.3%
ICE vs MAGS
+126.5%
-85.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | +4.0% | +0.4% | +3.6% | +3.9% |
| 3M | +11.0% | +5.6% | +5.4% | +9.9% |
| 6M | -5.0% | +12.3% | -17.3% | -6.9% |
| YTD | -2.7% | +5.1% | -7.8% | -3.7% |
| 1Y | -8.6% | +14.0% | -22.6% | -10.9% |
| All | +41.3% | +126.5% | -85.3% | +19.0% |
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 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