+2,676.4%
RGTI vs MAGS
+190.0%
+2,486.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -1.0% |
| 7D | +0.5% | +0.6% | -0.2% | -0.7% |
| 30D | -17.1% | +3.2% | -20.3% | -21.4% |
| 3M | -26.0% | +7.7% | -33.7% | -34.7% |
| 6M | -9.9% | +12.5% | -22.3% | -24.1% |
| YTD | -31.1% | +6.0% | -37.0% | -36.1% |
| 1Y | -8.5% | +14.4% | -22.9% | -24.6% |
| 3Y | +652.2% | +127.5% | +524.7% | +106.5% |
| All | +2,676.4% | +190.0% | +2,486.3% | +484.0% |
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