+3.5%
MAGS vs INIO
-54.0%
+57.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.2% |
| 30D | -6.9% | -18.9% | +12.0% | -6.3% |
| 3M | +0.7% | -45.0% | +45.6% | +3.4% |
| All | +3.5% | -54.0% | +57.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling