+190.0%
MAGS vs RVMD
+913.8%
-723.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | -0.1% | +1.1% | -1.2% | -0.2% |
| 3M | +3.8% | +39.6% | -35.8% | +0.8% |
| 6M | +13.2% | +110.7% | -97.4% | +5.4% |
| YTD | +4.7% | +160.3% | -155.6% | -5.0% |
| 1Y | +14.4% | +404.9% | -390.5% | -3.2% |
| 3Y | +128.6% | +545.5% | -416.9% | +90.6% |
| All | +190.0% | +913.8% | -723.8% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling