+127.5%
MAGS vs VEU
+73.8%
+53.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | 0.0% |
| 7D | +0.6% | -1.4% | +2.1% | +2.1% |
| 30D | +3.2% | -0.4% | +3.6% | +3.6% |
| 3M | +7.7% | +2.5% | +5.1% | +4.7% |
| 6M | +12.5% | +11.1% | +1.3% | -0.2% |
| YTD | +6.0% | +16.5% | -10.6% | -11.5% |
| 1Y | +14.4% | +22.9% | -8.5% | -10.3% |
| 3Y | +127.5% | +73.4% | +54.1% | +18.4% |
| All | +127.5% | +73.8% | +53.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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