+190.4%
MAGS vs VICR
+289.9%
-99.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +1.1% | -15.6% | +16.6% | +2.5% |
| 3M | +7.7% | -35.4% | +43.1% | +11.3% |
| 6M | +11.7% | +1.3% | +10.4% | +7.6% |
| YTD | +4.9% | +62.5% | -57.6% | -5.2% |
| 1Y | +14.3% | +255.5% | -241.1% | -7.1% |
| 3Y | +128.9% | +182.0% | -53.1% | +81.9% |
| All | +190.4% | +289.9% | -99.4% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling