+14.4%
MAGS vs VNQ
+7.2%
+7.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +3.2% | -2.6% | +5.8% | +3.7% |
| 3M | +7.7% | -2.0% | +9.7% | +7.9% |
| 6M | +12.5% | +4.3% | +8.1% | +9.6% |
| YTD | +6.0% | +9.2% | -3.3% | +3.2% |
| 1Y | +14.4% | +5.6% | +8.8% | +8.9% |
| All | +14.4% | +7.2% | +7.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling