+191.5%
MAGS vs RPRX
+92.1%
+99.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.5% | +5.1% | -4.6% | +0.2% |
| 30D | +1.5% | +11.2% | -9.7% | +0.7% |
| 3M | +0.5% | +16.7% | -16.3% | -0.8% |
| 6M | +11.6% | +36.0% | -24.4% | +8.4% |
| YTD | +5.3% | +67.8% | -62.5% | +0.6% |
| 1Y | +14.9% | +76.7% | -61.8% | +9.3% |
| 3Y | +128.9% | +128.1% | +0.8% | +118.9% |
| All | +191.5% | +92.1% | +99.4% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling