+187.8%
MAGS vs RL
+258.4%
-70.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | -7.1% | +7.6% | -14.7% | -9.2% |
| 3M | -0.7% | -1.5% | +0.8% | -0.5% |
| 6M | -1.5% | +12.1% | -13.6% | -5.9% |
| YTD | +3.9% | +13.9% | -10.0% | -1.9% |
| 1Y | +3.1% | +20.7% | -17.6% | -4.8% |
| 3Y | +121.6% | +260.6% | -138.9% | +54.2% |
| All | +187.8% | +258.4% | -70.7% | +108.1% |
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