+3.1%
MAGS vs RL
+22.6%
-19.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | -7.1% | +7.6% | -14.7% | -8.4% |
| 3M | -0.7% | -1.5% | +0.8% | -0.4% |
| 6M | -1.5% | +12.1% | -13.6% | -3.8% |
| YTD | +3.9% | +13.9% | -10.0% | -0.2% |
| 1Y | +3.1% | +20.7% | -17.6% | -2.7% |
| All | +3.1% | +22.6% | -19.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling