+6.3%
MAGS vs RY
+46.4%
-40.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +0.5% |
| 7D | -1.4% | +2.5% | -3.8% | -2.7% |
| 30D | -4.4% | +8.4% | -12.8% | -8.8% |
| 3M | +1.9% | +1.2% | +0.7% | +1.1% |
| 6M | +4.9% | +19.4% | -14.4% | -6.9% |
| YTD | +6.5% | +25.4% | -18.9% | -10.2% |
| 1Y | +6.3% | +46.7% | -40.4% | -16.5% |
| All | +6.3% | +46.4% | -40.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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