+188.2%
MAGS vs RY
+133.2%
+55.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | -5.8% | +5.0% | -10.8% | -8.4% |
| 3M | +0.2% | -5.3% | +5.6% | +3.4% |
| 6M | -2.7% | +13.8% | -16.5% | -9.9% |
| YTD | +4.1% | +21.0% | -16.9% | -7.3% |
| 1Y | +7.5% | +40.5% | -33.0% | -12.1% |
| 3Y | +122.0% | +159.7% | -37.6% | +36.1% |
| All | +188.2% | +133.2% | +55.0% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling