+189.1%
MAGS vs RMD
+11.2%
+177.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -7.3% | +1.9% | -9.2% | -7.8% |
| 3M | +1.7% | +6.3% | -4.6% | +0.4% |
| 6M | -0.4% | +18.2% | -18.6% | -3.8% |
| YTD | +4.4% | +0.3% | +4.1% | +3.7% |
| 1Y | +5.1% | -4.3% | +9.3% | +5.2% |
| 3Y | +122.6% | +71.3% | +51.4% | +103.6% |
| All | +189.1% | +11.2% | +177.9% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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