+191.5%
MAGS vs IRM
+147.9%
+43.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +1.5% | -8.1% | +9.6% | +3.6% |
| 3M | +0.5% | -9.7% | +10.1% | +2.9% |
| 6M | +11.6% | +10.0% | +1.6% | +7.4% |
| YTD | +5.3% | +43.0% | -37.7% | -6.8% |
| 1Y | +14.9% | +32.7% | -17.8% | +3.5% |
| 3Y | +128.9% | +102.7% | +26.2% | +72.8% |
| All | +191.5% | +147.9% | +43.6% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling