+193.4%
MAGS vs VICR
+333.3%
-139.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.1% |
| 7D | +0.6% | +5.0% | -4.3% | +0.1% |
| 30D | +3.2% | -12.5% | +15.7% | +4.3% |
| 3M | +7.7% | -33.6% | +41.3% | +11.0% |
| 6M | +12.5% | +10.7% | +1.8% | +7.3% |
| YTD | +6.0% | +80.6% | -74.6% | -5.3% |
| 1Y | +14.4% | +288.4% | -274.0% | -7.9% |
| 3Y | +127.5% | +213.8% | -86.3% | +78.7% |
| All | +193.4% | +333.3% | -139.9% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling