+454.1%
RCL vs MAGS
+184.5%
+269.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.4% |
| 7D | +8.5% | -0.3% | +8.8% | +8.8% |
| 30D | +20.4% | -7.1% | +27.5% | +26.7% |
| 3M | +11.0% | -0.7% | +11.7% | +11.3% |
| 6M | +24.9% | -1.5% | +26.4% | +25.7% |
| YTD | +23.9% | +3.9% | +19.9% | +19.9% |
| 1Y | +30.8% | +3.1% | +27.7% | +27.1% |
| 3Y | +270.4% | +121.6% | +148.8% | +114.9% |
| All | +454.1% | +184.5% | +269.7% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling