+449.5%
RCL vs MAGS
+186.7%
+262.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.4% |
| 7D | +5.0% | +1.3% | +3.6% | +4.0% |
| 30D | +19.4% | -6.3% | +25.7% | +24.9% |
| 3M | +5.9% | -0.1% | +6.0% | +5.8% |
| 6M | +23.8% | -0.8% | +24.6% | +24.0% |
| YTD | +22.8% | +4.7% | +18.1% | +18.2% |
| 1Y | +34.3% | +6.8% | +27.5% | +27.2% |
| 3Y | +276.4% | +128.9% | +147.5% | +113.7% |
| All | +449.5% | +186.7% | +262.7% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling