+191.0%
MAGS vs RGEN
-0.7%
+191.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.7% |
| 7D | +0.8% | -4.6% | +5.4% | +1.5% |
| 30D | +0.4% | +1.2% | -0.7% | +0.1% |
| 3M | +5.6% | +26.8% | -21.3% | +1.0% |
| 6M | +12.3% | +29.1% | -16.7% | +6.6% |
| YTD | +5.1% | +0.7% | +4.4% | +3.9% |
| 1Y | +14.0% | +39.1% | -25.1% | +6.1% |
| 3Y | +129.4% | +2.2% | +127.1% | +121.0% |
| All | +191.0% | -0.7% | +191.7% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling