+191.0%
MAGS vs VIG
+63.4%
+127.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | +0.8% | -1.2% | +2.0% | +2.4% |
| 30D | +0.4% | -2.8% | +3.2% | +4.3% |
| 3M | +5.6% | +2.5% | +3.1% | +2.1% |
| 6M | +12.3% | +8.1% | +4.2% | +1.0% |
| YTD | +5.1% | +9.6% | -4.5% | -7.3% |
| 1Y | +14.0% | +14.2% | -0.2% | -5.2% |
| 3Y | +129.4% | +56.1% | +73.3% | +28.1% |
| All | +191.0% | +63.4% | +127.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling