+14.2%
IP vs MAGS
+186.7%
-172.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | +10.6% | -6.3% | +17.0% | +12.5% |
| 3M | -13.6% | -0.1% | -13.5% | -13.7% |
| 6M | +10.4% | -0.8% | +11.2% | +10.4% |
| YTD | -6.5% | +4.7% | -11.2% | -8.2% |
| 1Y | -2.1% | +6.8% | -8.9% | -4.4% |
| 3Y | +22.0% | +128.9% | -106.9% | +8.1% |
| All | +14.2% | +186.7% | -172.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling