+191.0%
MAGS vs VEU
+75.6%
+115.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +1.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.5% |
| 30D | +0.4% | +0.7% | -0.3% | -0.3% |
| 3M | +5.6% | +4.7% | +0.9% | +0.5% |
| 6M | +12.3% | +11.6% | +0.7% | -0.5% |
| YTD | +5.1% | +16.8% | -11.7% | -12.0% |
| 1Y | +14.0% | +24.9% | -10.9% | -11.5% |
| 3Y | +129.4% | +75.7% | +53.6% | +22.4% |
| All | +191.0% | +75.6% | +115.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling