+128.6%
MAGS vs VLTO
+54.8%
+73.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -1.4% | +5.4% | -6.8% | -2.8% |
| 30D | -8.4% | +22.3% | -30.7% | -13.6% |
| 3M | -1.5% | +19.6% | -21.1% | -6.5% |
| 6M | -1.4% | +35.2% | -36.5% | -10.3% |
| YTD | +2.4% | +17.9% | -15.5% | -2.5% |
| 1Y | +3.5% | +19.5% | -16.0% | -2.1% |
| 3Y | +125.3% | +73.9% | +51.4% | +94.2% |
| All | +128.6% | +54.8% | +73.8% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling