+190.4%
MAGS vs IAG
+588.0%
-397.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | +1.1% | +10.6% | -9.5% | +0.2% |
| 3M | +7.7% | +35.4% | -27.7% | +4.7% |
| 6M | +11.7% | -9.5% | +21.3% | +11.5% |
| YTD | +4.9% | +21.8% | -16.9% | +2.2% |
| 1Y | +14.3% | +84.1% | -69.8% | +7.7% |
| 3Y | +128.9% | +817.4% | -688.4% | +96.0% |
| All | +190.4% | +588.0% | -397.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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