+193.4%
MAGS vs RJF
+97.6%
+95.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +0.6% | -2.7% | +3.4% | +1.7% |
| 30D | +3.2% | -4.3% | +7.5% | +5.0% |
| 3M | +7.7% | +15.7% | -8.1% | +1.5% |
| 6M | +12.5% | +17.8% | -5.4% | +4.9% |
| YTD | +6.0% | +9.2% | -3.2% | +1.3% |
| 1Y | +14.4% | +2.8% | +11.6% | +11.9% |
| 3Y | +127.5% | +69.5% | +58.1% | +89.0% |
| All | +193.4% | +97.6% | +95.8% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling