+190.0%
MAGS vs VICR
+323.3%
-133.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.8% |
| 7D | +1.2% | +9.8% | -8.6% | +0.2% |
| 30D | -0.1% | -12.6% | +12.5% | +1.0% |
| 3M | +3.8% | -29.7% | +33.5% | +6.3% |
| 6M | +13.2% | +18.8% | -5.6% | +7.2% |
| YTD | +4.7% | +76.4% | -71.7% | -6.1% |
| 1Y | +14.4% | +282.4% | -268.0% | -7.7% |
| 3Y | +128.6% | +206.2% | -77.6% | +80.1% |
| All | +190.0% | +323.3% | -133.3% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling