+191.5%
MAGS vs VCLT
+7.1%
+184.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | +1.5% | -0.9% | +2.3% | +2.0% |
| 3M | +0.5% | -3.2% | +3.7% | +2.4% |
| 6M | +11.6% | -3.8% | +15.4% | +14.0% |
| YTD | +5.3% | -2.0% | +7.3% | +6.5% |
| 1Y | +14.9% | -0.8% | +15.7% | +15.5% |
| 3Y | +128.9% | +12.3% | +116.6% | +113.3% |
| All | +191.5% | +7.1% | +184.5% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling