+122.0%
MAGS vs VEU
+70.2%
+51.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.7% | +2.1% | -0.4% | -0.4% |
| 30D | -5.8% | -0.9% | -4.9% | -4.8% |
| 3M | +0.2% | -5.4% | +5.6% | +5.9% |
| 6M | -2.7% | -1.8% | -0.9% | -1.3% |
| YTD | +4.1% | +10.9% | -6.8% | -8.5% |
| 1Y | +7.5% | +13.6% | -6.1% | -8.1% |
| 3Y | +122.0% | +69.3% | +52.8% | +24.5% |
| All | +122.0% | +70.2% | +51.8% | +24.5% |
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