+230.8%
RDW vs MAGS
+128.4%
+102.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.6% |
| 7D | +0.9% | +0.6% | +0.2% | -0.1% |
| 30D | -21.3% | +3.2% | -24.5% | -24.6% |
| 3M | -37.9% | +7.7% | -45.5% | -43.6% |
| 6M | +12.3% | +12.5% | -0.2% | -0.4% |
| YTD | +39.7% | +6.0% | +33.8% | +34.2% |
| 1Y | +25.7% | +14.4% | +11.3% | +11.4% |
| 3Y | +230.8% | +127.5% | +103.3% | +76.2% |
| All | +230.8% | +128.4% | +102.4% | +76.2% |
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