+190.0%
MAGS vs RNG
+141.9%
+48.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.1% |
| 7D | +1.2% | -0.8% | +2.1% | +1.3% |
| 30D | -0.1% | +11.4% | -11.5% | -1.7% |
| 3M | +3.8% | +72.1% | -68.3% | -4.6% |
| 6M | +13.2% | +67.9% | -54.7% | +3.6% |
| YTD | +4.7% | +144.3% | -139.6% | -11.4% |
| 1Y | +14.4% | +117.5% | -103.1% | -1.4% |
| 3Y | +128.6% | +123.9% | +4.7% | +88.8% |
| All | +190.0% | +141.9% | +48.0% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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