+193.4%
MAGS vs VIVK
-100.0%
+293.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | +0.6% | -4.4% | +5.0% | +0.6% |
| 30D | +3.2% | -40.8% | +44.0% | +3.2% |
| 3M | +7.7% | -94.1% | +101.8% | +8.1% |
| 6M | +12.5% | -98.2% | +110.6% | +13.1% |
| YTD | +6.0% | -98.0% | +104.0% | +6.2% |
| 1Y | +14.4% | -100.0% | +114.3% | +16.1% |
| 3Y | +127.5% | -100.0% | +227.5% | +127.5% |
| All | +193.4% | -100.0% | +293.4% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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