+321.0%
RCL vs MAGS
+187.7%
+133.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -2.2% | +0.8% | -3.0% | -2.8% |
| 30D | -15.7% | +0.4% | -16.1% | -16.0% |
| 3M | -8.0% | +5.6% | -13.5% | -11.8% |
| 6M | -10.1% | +12.3% | -22.4% | -17.5% |
| YTD | -5.9% | +5.1% | -11.0% | -9.5% |
| 1Y | -23.5% | +14.0% | -37.5% | -31.2% |
| 3Y | +174.4% | +129.4% | +45.0% | +56.0% |
| All | +321.0% | +187.7% | +133.4% | +113.3% |
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