+190.0%
MAGS vs RL
+257.5%
-67.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +0.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -6.3% | +7.3% | -13.7% | -8.5% |
| 3M | -0.1% | +1.0% | -1.1% | -0.7% |
| 6M | -0.8% | +11.8% | -12.5% | -5.1% |
| YTD | +4.7% | +13.6% | -8.9% | -1.0% |
| 1Y | +6.8% | +24.0% | -17.3% | -2.4% |
| 3Y | +128.9% | +256.6% | -127.7% | +59.6% |
| All | +190.0% | +257.5% | -67.4% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling