+191.5%
MAGS vs RMD
+6.0%
+185.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.5% | -5.0% | +5.5% | +1.4% |
| 30D | +1.5% | +2.2% | -0.7% | +1.0% |
| 3M | +0.5% | +17.8% | -17.4% | -2.7% |
| 6M | +11.6% | -11.3% | +22.9% | +13.7% |
| YTD | +5.3% | -4.4% | +9.7% | +5.6% |
| 1Y | +14.9% | -15.7% | +30.6% | +18.0% |
| 3Y | +128.9% | +47.7% | +81.1% | +113.6% |
| All | +191.5% | +6.0% | +185.6% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling