+190.0%
MAGS vs RRC
+57.5%
+132.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -0.1% | +9.4% | -9.5% | -1.4% |
| 3M | +3.8% | +7.4% | -3.6% | +2.6% |
| 6M | +13.2% | +1.5% | +11.8% | +12.4% |
| YTD | +4.7% | +19.4% | -14.7% | +0.5% |
| 1Y | +14.4% | +24.2% | -9.8% | +8.4% |
| 3Y | +128.6% | +32.8% | +95.8% | +114.6% |
| All | +190.0% | +57.5% | +132.5% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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