-13.4%
RIG vs MAGS
+190.0%
-203.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -0.5% | +3.2% | -3.7% | -2.0% |
| 3M | -6.0% | +7.7% | -13.6% | -9.7% |
| 6M | -10.1% | +12.5% | -22.6% | -16.1% |
| YTD | +37.3% | +6.0% | +31.3% | +32.2% |
| 1Y | +73.9% | +14.4% | +59.5% | +60.6% |
| 3Y | -30.2% | +127.5% | -157.7% | -47.8% |
| All | -13.4% | +190.0% | -203.5% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling