+190.0%
MAGS vs RRX
+29.1%
+160.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | +1.2% | +4.3% | -3.0% | +0.3% |
| 30D | -0.1% | -8.0% | +7.9% | +1.7% |
| 3M | +3.8% | -22.0% | +25.8% | +8.6% |
| 6M | +13.2% | -11.9% | +25.1% | +13.8% |
| YTD | +4.7% | +17.1% | -12.4% | -3.3% |
| 1Y | +14.4% | +14.9% | -0.5% | +5.6% |
| 3Y | +128.6% | +6.9% | +121.7% | +111.1% |
| All | +190.0% | +29.1% | +160.9% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling