+6.3%
MAGS vs RRX
+30.0%
-23.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.9% | +2.7% |
| 7D | -1.4% | +7.6% | -9.0% | -2.4% |
| 30D | -4.4% | +7.5% | -11.9% | -5.4% |
| 3M | +1.9% | -21.0% | +22.9% | +4.2% |
| 6M | +4.9% | -18.1% | +23.0% | +6.1% |
| YTD | +6.5% | +24.3% | -17.7% | +3.0% |
| 1Y | +6.3% | +29.3% | -23.0% | +2.0% |
| All | +6.3% | +30.0% | -23.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling