+191.0%
MAGS vs VFC
-35.8%
+226.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +0.8% | -2.3% | +3.2% | +1.1% |
| 30D | +0.4% | -13.4% | +13.8% | +2.4% |
| 3M | +5.6% | -23.7% | +29.3% | +9.1% |
| 6M | +12.3% | -24.5% | +36.8% | +16.0% |
| YTD | +5.1% | -27.8% | +32.9% | +9.0% |
| 1Y | +14.0% | -13.5% | +27.4% | +14.7% |
| 3Y | +129.4% | -27.1% | +156.5% | +127.5% |
| All | +191.0% | -35.8% | +226.8% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling