+191.0%
MAGS vs RL
+200.2%
-9.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +0.4% | -17.5% | +17.9% | +6.5% |
| 3M | +5.6% | -14.0% | +19.6% | +10.2% |
| 6M | +12.3% | -2.0% | +14.3% | +11.5% |
| YTD | +5.1% | -4.6% | +9.7% | +5.0% |
| 1Y | +14.0% | +9.5% | +4.5% | +8.1% |
| 3Y | +129.4% | +200.5% | -71.1% | +68.9% |
| All | +191.0% | +200.2% | -9.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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