+190.0%
MAGS vs RCAT
+345.5%
-155.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +1.7% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -6.3% | -22.0% | +15.7% | -5.4% |
| 3M | -0.1% | -51.1% | +51.1% | +3.1% |
| 6M | -0.8% | -56.6% | +55.8% | +2.3% |
| YTD | +4.7% | -43.3% | +48.0% | +5.7% |
| 1Y | +6.8% | -51.5% | +58.3% | +8.2% |
| 3Y | +128.9% | +411.4% | -282.4% | +130.6% |
| All | +190.0% | +345.5% | -155.5% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling