+190.0%
MAGS vs VEU
+77.0%
+113.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.2% | +1.7% | -0.4% | -0.4% |
| 30D | -0.1% | +1.0% | -1.1% | -1.1% |
| 3M | +3.8% | +5.6% | -1.8% | -2.0% |
| 6M | +13.2% | +13.7% | -0.4% | -1.6% |
| YTD | +4.7% | +17.7% | -13.0% | -13.0% |
| 1Y | +14.4% | +25.8% | -11.4% | -11.8% |
| 3Y | +128.6% | +77.1% | +51.4% | +21.0% |
| All | +190.0% | +77.0% | +113.0% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling