+191.0%
MAGS vs RMD
+2.1%
+189.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +0.8% | -4.7% | +5.5% | +1.7% |
| 30D | +0.4% | +0.2% | +0.2% | +0.3% |
| 3M | +5.6% | +12.0% | -6.4% | +3.1% |
| 6M | +12.3% | -12.5% | +24.8% | +14.7% |
| YTD | +5.1% | -7.9% | +13.0% | +6.1% |
| 1Y | +14.0% | -20.4% | +34.3% | +18.2% |
| 3Y | +129.4% | +53.1% | +76.3% | +113.9% |
| All | +191.0% | +2.1% | +189.0% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling