+191.5%
MAGS vs VO
+65.5%
+126.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.9% |
| 3M | +0.5% | +2.9% | -2.5% | -2.6% |
| 6M | +11.6% | +9.3% | +2.2% | +1.1% |
| YTD | +5.3% | +14.2% | -8.9% | -9.3% |
| 1Y | +14.9% | +15.3% | -0.4% | -2.1% |
| 3Y | +128.9% | +56.2% | +72.6% | +45.0% |
| All | +191.5% | +65.5% | +126.0% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling