+193.4%
MAGS vs RRX
+27.9%
+165.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.2% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | +3.2% | -6.1% | +9.4% | +4.6% |
| 3M | +7.7% | -23.1% | +30.7% | +13.0% |
| 6M | +12.5% | -19.5% | +32.0% | +15.5% |
| YTD | +6.0% | +16.1% | -10.1% | -2.0% |
| 1Y | +14.4% | +12.9% | +1.5% | +6.0% |
| 3Y | +127.5% | +7.9% | +119.6% | +109.7% |
| All | +193.4% | +27.9% | +165.5% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling