+5.1%
MAGS vs RMD
-4.0%
+9.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.6% |
| 3M | +1.7% | +6.3% | -4.6% | +0.9% |
| 6M | -0.4% | +18.2% | -18.6% | -2.6% |
| YTD | +4.4% | +0.3% | +4.1% | +4.5% |
| 1Y | +5.1% | -4.3% | +9.3% | +5.5% |
| All | +5.1% | -4.0% | +9.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling