+6.3%
MAGS vs RVTY
+74.0%
-67.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.6% |
| 7D | -1.4% | -3.6% | +2.2% | -0.9% |
| 30D | -4.4% | +1.4% | -5.7% | -4.6% |
| 3M | +1.9% | +43.2% | -41.3% | -3.3% |
| 6M | +4.9% | +84.5% | -79.5% | -5.6% |
| YTD | +6.5% | +65.2% | -58.6% | -2.5% |
| 1Y | +6.3% | +74.3% | -68.0% | -4.4% |
| All | +6.3% | +74.0% | -67.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling