+187.8%
MAGS vs IBB
+68.1%
+119.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -7.1% | +5.2% | -12.3% | -9.3% |
| 3M | -0.7% | +8.6% | -9.3% | -4.9% |
| 6M | -1.5% | +27.8% | -29.4% | -13.7% |
| YTD | +3.9% | +28.8% | -24.9% | -9.7% |
| 1Y | +3.1% | +36.4% | -33.3% | -13.4% |
| 3Y | +121.6% | +89.3% | +32.3% | +53.9% |
| All | +187.8% | +68.1% | +119.6% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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