+191.5%
MAGS vs IAG
+601.4%
-409.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | +1.5% | +28.9% | -27.4% | -0.8% |
| 3M | +0.5% | +19.1% | -18.7% | -1.3% |
| 6M | +11.6% | -10.3% | +21.8% | +11.4% |
| YTD | +5.3% | +24.2% | -18.9% | +2.4% |
| 1Y | +14.9% | +116.5% | -101.6% | +6.9% |
| 3Y | +128.9% | +742.8% | -613.9% | +96.6% |
| All | +191.5% | +601.4% | -409.9% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling