+427.1%
RCL vs MAGS
+184.9%
+242.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.2% | +1.7% | -2.9% | -2.3% |
| 30D | +17.8% | -5.8% | +23.6% | +22.8% |
| 3M | +4.9% | +0.2% | +4.7% | +4.5% |
| 6M | +23.7% | -2.7% | +26.4% | +25.6% |
| YTD | +17.8% | +4.1% | +13.7% | +13.9% |
| 1Y | +28.9% | +7.5% | +21.4% | +21.5% |
| 3Y | +241.9% | +122.0% | +119.8% | +98.1% |
| All | +427.1% | +184.9% | +242.2% | +168.4% |
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