+190.0%
MAGS vs IRM
+146.2%
+43.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +1.6% | -0.4% | +0.8% |
| 30D | -0.1% | -4.2% | +4.1% | +0.9% |
| 3M | +3.8% | -5.4% | +9.2% | +4.9% |
| 6M | +13.2% | +12.0% | +1.2% | +8.4% |
| YTD | +4.7% | +42.0% | -37.3% | -7.2% |
| 1Y | +14.4% | +29.9% | -15.5% | +3.7% |
| 3Y | +128.6% | +104.4% | +24.2% | +72.5% |
| All | +190.0% | +146.2% | +43.7% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling