+193.4%
MAGS vs VCLT
+5.6%
+187.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | +3.2% | -1.2% | +4.4% | +3.9% |
| 3M | +7.7% | -4.8% | +12.4% | +10.7% |
| 6M | +12.5% | -2.6% | +15.0% | +14.3% |
| YTD | +6.0% | -3.3% | +9.3% | +8.1% |
| 1Y | +14.4% | -4.8% | +19.2% | +17.6% |
| 3Y | +127.5% | +11.5% | +116.0% | +113.3% |
| All | +193.4% | +5.6% | +187.8% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling