+122.8%
MAGS vs RGEN
+18.5%
+104.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.0% | -3.1% | +1.2% | -1.4% |
| 30D | -6.9% | +0.1% | -6.9% | -7.0% |
| 3M | +0.7% | +4.8% | -4.1% | -0.7% |
| 6M | -0.8% | +48.9% | -49.7% | -9.1% |
| YTD | +4.4% | +5.3% | -0.9% | +1.9% |
| 1Y | +3.9% | +12.5% | -8.6% | 0.0% |
| All | +122.8% | +18.5% | +104.3% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling