+30.2%
IYR vs MAGS
+186.6%
-156.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +1.5% | +3.8% | -2.4% | +0.7% |
| 6M | +3.9% | +13.2% | -9.4% | +1.3% |
| YTD | +9.5% | +4.7% | +4.8% | +8.3% |
| 1Y | +7.5% | +14.4% | -6.9% | +4.3% |
| 3Y | +30.8% | +128.6% | -97.8% | +7.5% |
| All | +30.2% | +186.6% | -156.5% | -0.2% |
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 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