+122.0%
MAGS vs VIG
+67.2%
+54.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +3.5% | -1.8% | -2.9% |
| 30D | -5.8% | +4.9% | -10.7% | -11.8% |
| 3M | +0.2% | +2.5% | -2.3% | -3.1% |
| 6M | -2.7% | +11.0% | -13.7% | -15.7% |
| YTD | +4.1% | +16.0% | -11.9% | -15.3% |
| 1Y | +7.5% | +17.5% | -10.0% | -14.3% |
| 3Y | +122.0% | +67.0% | +55.0% | +18.4% |
| All | +122.0% | +67.2% | +54.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling