+208.0%
RDDT vs MAGS
+77.1%
+130.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.3% |
| 7D | -0.4% | -1.8% | +1.4% | +1.9% |
| 30D | -0.5% | +1.1% | -1.6% | -1.9% |
| 3M | -9.8% | +7.7% | -17.5% | -18.5% |
| 6M | +15.8% | +11.7% | +4.1% | +0.2% |
| YTD | -32.4% | +4.9% | -37.3% | -36.6% |
| 1Y | -40.0% | +14.3% | -54.4% | -49.3% |
| All | +208.0% | +77.1% | +130.8% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling