+190.0%
MAGS vs RVTY
-4.0%
+194.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -0.1% | +10.8% | -10.9% | -2.2% |
| 3M | +3.8% | +26.8% | -23.0% | -1.6% |
| 6M | +13.2% | +39.3% | -26.1% | +4.7% |
| YTD | +4.7% | +31.6% | -26.9% | -2.3% |
| 1Y | +14.4% | +47.7% | -33.3% | +3.7% |
| 3Y | +128.6% | +19.9% | +108.6% | +115.1% |
| All | +190.0% | -4.0% | +194.0% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling