+193.4%
MAGS vs RVMD
+896.4%
-703.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.6% | -3.0% | +3.6% | +0.9% |
| 30D | +3.2% | -0.7% | +3.9% | +3.2% |
| 3M | +7.7% | +36.5% | -28.9% | +4.7% |
| 6M | +12.5% | +104.6% | -92.2% | +4.9% |
| YTD | +6.0% | +155.8% | -149.9% | -3.8% |
| 1Y | +14.4% | +340.7% | -326.3% | -1.8% |
| 3Y | +127.5% | +519.9% | -392.4% | +90.0% |
| All | +193.4% | +896.4% | -703.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling