+189.1%
MAGS vs IRM
+144.9%
+44.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.6% |
| 7D | +3.0% | +8.6% | -5.6% | +0.6% |
| 30D | -7.3% | 0.0% | -7.3% | -7.4% |
| 3M | +1.7% | -7.1% | +8.8% | +3.4% |
| 6M | -0.4% | -7.9% | +7.5% | +1.2% |
| YTD | +4.4% | +41.3% | -36.9% | -7.5% |
| 1Y | +5.1% | +20.7% | -15.7% | -2.2% |
| 3Y | +122.6% | +112.2% | +10.5% | +66.6% |
| All | +189.1% | +144.9% | +44.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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