+190.0%
MAGS vs RBA
+48.2%
+141.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | -0.1% | -13.2% | +13.1% | +3.1% |
| 3M | +3.8% | -21.4% | +25.2% | +8.9% |
| 6M | +13.2% | -20.9% | +34.1% | +18.4% |
| YTD | +4.7% | -19.9% | +24.6% | +8.7% |
| 1Y | +14.4% | -28.7% | +43.1% | +22.4% |
| 3Y | +128.6% | +27.4% | +101.1% | +118.2% |
| All | +190.0% | +48.2% | +141.8% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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