+190.0%
MAGS vs RL
+210.6%
-20.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.2% | +1.9% | -0.6% | +0.6% |
| 30D | -0.1% | -12.2% | +12.1% | +3.9% |
| 3M | +3.8% | -6.6% | +10.5% | +5.6% |
| 6M | +13.2% | +3.2% | +10.1% | +10.6% |
| YTD | +4.7% | -1.3% | +6.0% | +3.5% |
| 1Y | +14.4% | +13.6% | +0.8% | +7.3% |
| 3Y | +128.6% | +210.9% | -82.3% | +66.6% |
| All | +190.0% | +210.6% | -20.6% | +119.6% |
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