+125.7%
MAGS vs RVTY
+16.6%
+109.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | +0.8% | -5.4% | +6.2% | +2.0% |
| 30D | +0.4% | +6.7% | -6.3% | -1.0% |
| 3M | +5.6% | +19.0% | -13.4% | +1.3% |
| 6M | +12.3% | +34.6% | -22.3% | +4.3% |
| YTD | +5.1% | +28.3% | -23.2% | -1.7% |
| 1Y | +14.0% | +46.0% | -32.1% | +3.0% |
| All | +125.7% | +16.6% | +109.1% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling