+122.0%
MAGS vs VLTO
+70.6%
+51.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | -5.8% | +17.5% | -23.3% | -10.0% |
| 3M | +0.2% | +21.4% | -21.1% | -5.3% |
| 6M | -2.7% | +38.1% | -40.8% | -12.2% |
| YTD | +4.1% | +19.0% | -14.9% | -1.1% |
| 1Y | +7.5% | +20.7% | -13.1% | +1.5% |
| 3Y | +122.0% | +64.3% | +57.8% | +105.7% |
| All | +122.0% | +70.6% | +51.5% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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