-11.9%
RIG vs MAGS
+187.1%
-199.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | -0.7% | +1.1% | -1.8% | -1.2% |
| 3M | -4.0% | +7.7% | -11.7% | -7.9% |
| 6M | -6.3% | +11.7% | -18.0% | -12.3% |
| YTD | +39.7% | +4.9% | +34.8% | +35.2% |
| 1Y | +78.1% | +14.3% | +63.7% | +64.3% |
| 3Y | -29.5% | +128.9% | -158.4% | -47.1% |
| All | -11.9% | +187.1% | -199.0% | -36.6% |
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