+189.1%
MAGS vs RIO
+48.2%
+140.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -7.3% | -10.5% | +3.2% | -3.9% |
| 3M | +1.7% | -15.9% | +17.6% | +7.4% |
| 6M | -0.4% | -22.3% | +21.9% | +7.7% |
| YTD | +4.4% | +9.3% | -4.9% | -0.7% |
| 1Y | +5.1% | +23.0% | -18.0% | -4.5% |
| 3Y | +122.6% | +52.1% | +70.6% | +82.7% |
| All | +189.1% | +48.2% | +140.9% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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