+7.6%
MAGS vs IRE
-97.3%
+104.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | +1.3% | -15.5% | +16.8% | +1.2% |
| 30D | -6.3% | -70.4% | +64.0% | -2.8% |
| 3M | -0.1% | -81.6% | +81.5% | +4.9% |
| 6M | -0.8% | -94.7% | +93.9% | +7.1% |
| YTD | +4.7% | -91.8% | +96.5% | +7.1% |
| 1Y | +6.8% | -97.6% | +104.3% | +13.6% |
| All | +7.6% | -97.3% | +104.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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