+190.4%
MAGS vs RVMD
+894.4%
-704.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -1.8% | -3.6% | +1.8% | -1.5% |
| 30D | +1.1% | -1.1% | +2.2% | +1.1% |
| 3M | +7.7% | +41.0% | -33.3% | +4.5% |
| 6M | +11.7% | +105.7% | -94.0% | +4.2% |
| YTD | +4.9% | +155.3% | -150.4% | -4.7% |
| 1Y | +14.3% | +402.7% | -388.4% | -3.2% |
| 3Y | +128.9% | +533.1% | -404.2% | +91.2% |
| All | +190.4% | +894.4% | -704.0% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling