+23.9%
IP vs MAGS
+128.5%
-104.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -10.9% | +1.5% | -12.3% | -11.3% |
| 3M | +11.2% | +0.5% | +10.7% | +10.8% |
| 6M | -10.2% | +11.6% | -21.8% | -13.5% |
| YTD | -2.0% | +5.3% | -7.3% | -4.0% |
| 1Y | -19.1% | +14.9% | -34.0% | -22.8% |
| All | +23.9% | +128.5% | -104.5% | +4.2% |
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