+190.0%
MAGS vs RCAT
+760.9%
-570.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +1.0% |
| 30D | -0.1% | -5.6% | +5.5% | +0.1% |
| 3M | +3.8% | -30.2% | +34.0% | +5.2% |
| 6M | +13.2% | -43.4% | +56.6% | +15.0% |
| YTD | +4.7% | +9.6% | -4.9% | +2.6% |
| 1Y | +14.4% | -2.0% | +16.4% | +11.7% |
| 3Y | +128.6% | +825.0% | -696.4% | +123.9% |
| All | +190.0% | +760.9% | -570.9% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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