+27.5%
IYR vs MAGS
+187.1%
-159.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -1.8% | -1.1% | -2.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.7% |
| 3M | -3.0% | +7.7% | -10.7% | -4.3% |
| 6M | +1.6% | +11.7% | -10.1% | -0.6% |
| YTD | +7.3% | +4.9% | +2.4% | +6.1% |
| 1Y | +5.6% | +14.3% | -8.7% | +2.5% |
| 3Y | +28.1% | +128.9% | -100.8% | +5.3% |
| All | +27.5% | +187.1% | -159.6% | -2.2% |
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 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