+189.2%
MAGS vs RGEN
+3.9%
+185.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.0% | -3.1% | +1.2% | -1.5% |
| 30D | -6.9% | +0.1% | -6.9% | -7.0% |
| 3M | +0.7% | +4.8% | -4.1% | -0.5% |
| 6M | -0.8% | +48.9% | -49.7% | -8.0% |
| YTD | +4.4% | +5.3% | -0.9% | +2.2% |
| 1Y | +3.9% | +12.5% | -8.6% | +0.5% |
| 3Y | +122.7% | +17.0% | +105.7% | +110.4% |
| All | +189.2% | +3.9% | +185.4% | +176.8% |
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