+57.8%
RSP vs MAGS
+186.6%
-128.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.8% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +4.8% | +3.8% | +1.0% | +3.4% |
| 6M | +10.3% | +13.2% | -3.0% | +5.7% |
| YTD | +14.1% | +4.7% | +9.3% | +11.9% |
| 1Y | +17.0% | +14.4% | +2.6% | +11.5% |
| 3Y | +54.2% | +128.6% | -74.4% | +18.4% |
| All | +57.8% | +186.6% | -128.8% | +12.1% |
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 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