+191.5%
MAGS vs RRC
+57.9%
+133.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +1.5% | +10.1% | -8.6% | 0.0% |
| 3M | +0.5% | +4.0% | -3.5% | -0.2% |
| 6M | +11.6% | +1.6% | +10.0% | +10.8% |
| YTD | +5.3% | +19.7% | -14.4% | +1.0% |
| 1Y | +14.9% | +21.4% | -6.5% | +9.5% |
| 3Y | +128.9% | +29.7% | +99.2% | +114.9% |
| All | +191.5% | +57.9% | +133.6% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling