+24.4%
IOT vs MAGS
+128.4%
-104.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -4.5% | +0.6% | -5.2% | -5.0% |
| 30D | -2.4% | +3.2% | -5.7% | -4.8% |
| 3M | +19.0% | +7.7% | +11.3% | +12.0% |
| 6M | +19.6% | +12.5% | +7.2% | +8.0% |
| YTD | +8.3% | +6.0% | +2.3% | +2.6% |
| 1Y | -0.8% | +14.4% | -15.2% | -11.6% |
| 3Y | +24.4% | +127.5% | -103.1% | -43.9% |
| All | +24.4% | +128.4% | -104.0% | -43.9% |
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