+6.3%
MAGS vs VICR
+76.0%
-69.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.4% | +3.1% |
| 7D | -1.4% | -26.6% | +25.2% | +0.9% |
| 30D | -4.4% | -47.9% | +43.6% | 0.0% |
| 3M | +1.9% | -29.8% | +31.7% | +3.6% |
| 6M | +4.9% | -36.6% | +41.6% | +5.4% |
| YTD | +6.5% | +45.1% | -38.6% | -6.2% |
| 1Y | +6.3% | +80.0% | -73.7% | -12.4% |
| All | +6.3% | +76.0% | -69.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling