+191.0%
MAGS vs RIO
+84.6%
+106.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.8% | +1.0% | -0.1% | +0.5% |
| 30D | +0.4% | +4.0% | -3.6% | -1.0% |
| 3M | +5.6% | +4.5% | +1.0% | +3.7% |
| 6M | +12.3% | +17.3% | -5.0% | +5.6% |
| YTD | +5.1% | +36.2% | -31.1% | -6.9% |
| 1Y | +14.0% | +76.1% | -62.2% | -8.5% |
| 3Y | +129.4% | +102.5% | +26.9% | +72.3% |
| All | +191.0% | +84.6% | +106.4% | +127.0% |
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