+179.4%
RCL vs MAGS
+128.8%
+50.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -1.4% |
| 30D | -17.3% | -0.1% | -17.2% | -17.3% |
| 3M | -2.8% | +3.8% | -6.6% | -5.8% |
| 6M | -4.4% | +13.2% | -17.6% | -12.8% |
| YTD | -4.2% | +4.7% | -8.9% | -7.7% |
| 1Y | -23.4% | +14.4% | -37.8% | -31.5% |
| 3Y | +179.4% | +128.6% | +50.8% | +55.8% |
| All | +179.4% | +128.8% | +50.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling