+189.2%
MAGS vs IBN
+65.9%
+123.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.0% | +11.1% | -13.1% | -4.8% |
| 30D | -6.9% | +23.9% | -30.7% | -12.5% |
| 3M | +0.7% | +16.3% | -15.6% | -3.7% |
| 6M | -0.8% | +34.2% | -35.0% | -9.3% |
| YTD | +4.4% | +17.6% | -13.1% | -1.0% |
| 1Y | +3.9% | +13.8% | -9.9% | -0.6% |
| 3Y | +122.7% | +57.0% | +65.7% | +89.4% |
| All | +189.2% | +65.9% | +123.3% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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