+61.0%
RSP vs MAGS
+125.8%
-64.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | +2.6% | -8.4% | +10.9% | +5.2% |
| 3M | -0.8% | -1.5% | +0.7% | -0.5% |
| 6M | +6.3% | -1.4% | +7.6% | +6.3% |
| YTD | +14.1% | +2.4% | +11.8% | +12.6% |
| 1Y | +18.0% | +3.5% | +14.5% | +15.9% |
| 3Y | +61.0% | +125.3% | -64.2% | +26.1% |
| All | +61.0% | +125.8% | -64.8% | +26.1% |
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