+193.4%
MAGS vs VMC
+56.0%
+137.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | +0.6% | -3.8% | +4.4% | +2.0% |
| 30D | +3.2% | -9.7% | +12.9% | +7.1% |
| 3M | +7.7% | -9.6% | +17.3% | +11.0% |
| 6M | +12.5% | -4.8% | +17.3% | +12.9% |
| YTD | +6.0% | -10.9% | +16.8% | +8.0% |
| 1Y | +14.4% | -15.6% | +30.0% | +19.4% |
| 3Y | +127.5% | +19.3% | +108.2% | +96.8% |
| All | +193.4% | +56.0% | +137.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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