+95.2%
IVV vs MAGS
+186.6%
-91.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.5% | +1.2% | -0.7% | -0.1% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +3.9% | +3.8% | 0.0% | +1.7% |
| 6M | +14.5% | +13.2% | +1.2% | +7.3% |
| YTD | +12.9% | +4.7% | +8.2% | +9.8% |
| 1Y | +19.4% | +14.4% | +5.0% | +11.1% |
| 3Y | +78.8% | +128.6% | -49.7% | +19.6% |
| All | +95.2% | +186.6% | -91.4% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling