+152.8%
RTX vs MAGS
+126.1%
+26.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.3% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | +5.6% | -6.3% | +11.9% | +6.2% |
| 3M | -11.7% | -0.1% | -11.6% | -11.8% |
| 6M | +12.3% | -0.8% | +13.1% | +12.3% |
| YTD | +8.2% | +4.7% | +3.5% | +7.1% |
| 1Y | +12.6% | +6.8% | +5.8% | +11.1% |
| 3Y | +152.8% | +128.9% | +23.9% | +152.1% |
| All | +152.8% | +126.1% | +26.8% | +152.1% |
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