+114.4%
RTX vs MAGS
+186.6%
-72.2%
-32.8%
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 | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -10.6% | -0.1% | -10.5% | -10.6% |
| 3M | +11.6% | +3.8% | +7.8% | +11.1% |
| 6M | -4.5% | +13.2% | -17.8% | -6.2% |
| YTD | +9.6% | +4.7% | +4.9% | +8.7% |
| 1Y | +30.8% | +14.4% | +16.4% | +28.3% |
| 3Y | +152.8% | +128.6% | +24.3% | +137.8% |
| All | +114.4% | +186.6% | -72.2% | +95.7% |
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