+3.0%
MAGS vs INIO
-58.1%
+61.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.9% | -0.2% |
| 7D | -0.3% | -24.8% | +24.5% | +1.2% |
| 30D | -7.1% | -30.4% | +23.3% | -5.6% |
| 3M | -0.7% | -49.2% | +48.5% | +2.6% |
| All | +3.0% | -58.1% | +61.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling