+193.4%
MAGS vs VFC
-34.0%
+227.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.3% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +3.2% | -9.0% | +12.2% | +4.5% |
| 3M | +7.7% | -24.2% | +31.8% | +11.4% |
| 6M | +12.5% | -18.5% | +31.0% | +15.0% |
| YTD | +6.0% | -25.9% | +31.8% | +9.5% |
| 1Y | +14.4% | -13.0% | +27.4% | +15.1% |
| 3Y | +127.5% | -20.3% | +147.9% | +123.4% |
| All | +193.4% | -34.0% | +227.5% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling