+122.0%
MAGS vs RVTY
+85.4%
+36.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | -5.8% | +1.5% | -7.3% | -6.2% |
| 3M | +0.2% | +31.5% | -31.2% | -6.1% |
| 6M | -2.7% | +62.7% | -65.3% | -13.8% |
| YTD | +4.1% | +60.0% | -55.9% | -8.2% |
| 1Y | +7.5% | +65.7% | -58.2% | -6.3% |
| 3Y | +122.0% | +85.2% | +36.8% | +95.2% |
| All | +122.0% | +85.4% | +36.7% | +95.2% |
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