+128.6%
MAGS vs RMD
+52.4%
+76.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +1.2% | -4.5% | +5.7% | +2.1% |
| 30D | -0.1% | +4.6% | -4.7% | -1.0% |
| 3M | +3.8% | +14.8% | -11.0% | +0.7% |
| 6M | +13.2% | -12.1% | +25.3% | +15.9% |
| YTD | +4.7% | -7.5% | +12.2% | +5.8% |
| 1Y | +14.4% | -20.1% | +34.4% | +19.2% |
| 3Y | +128.6% | +53.9% | +74.7% | +109.3% |
| All | +128.6% | +52.4% | +76.2% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling