+100.3%
IOT vs MAGS
+187.1%
-86.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | -1.8% | +1.0% | +0.5% |
| 30D | -4.7% | +1.1% | -5.7% | -5.5% |
| 3M | +17.8% | +7.7% | +10.0% | +10.8% |
| 6M | +16.8% | +11.7% | +5.1% | +6.0% |
| YTD | +8.4% | +4.9% | +3.6% | +3.6% |
| 1Y | -0.8% | +14.3% | -15.1% | -11.6% |
| 3Y | +25.7% | +128.9% | -103.2% | -41.5% |
| All | +100.3% | +187.1% | -86.8% | -12.0% |
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 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