+190.4%
MAGS vs RPRX
+76.4%
+114.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | -1.8% | -8.0% | +6.3% | -1.2% |
| 30D | +1.1% | +2.1% | -1.0% | +0.9% |
| 3M | +7.7% | +8.2% | -0.5% | +6.9% |
| 6M | +11.7% | +28.9% | -17.2% | +9.0% |
| YTD | +4.9% | +54.1% | -49.3% | +0.9% |
| 1Y | +14.3% | +65.5% | -51.2% | +9.3% |
| 3Y | +128.9% | +117.3% | +11.6% | +118.5% |
| All | +190.4% | +76.4% | +114.0% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling