+190.4%
MAGS vs RJF
+97.6%
+92.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -1.8% | -4.2% | +2.4% | -0.1% |
| 30D | +1.1% | -3.6% | +4.7% | +2.5% |
| 3M | +7.7% | +15.6% | -7.9% | +1.5% |
| 6M | +11.7% | +17.6% | -5.9% | +4.2% |
| YTD | +4.9% | +9.2% | -4.3% | +0.2% |
| 1Y | +14.3% | +5.5% | +8.8% | +10.6% |
| 3Y | +128.9% | +70.3% | +58.6% | +90.1% |
| All | +190.4% | +97.6% | +92.8% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling