+188.2%
MAGS vs VO
+65.2%
+123.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +3.1% | -1.4% | -1.7% |
| 30D | -5.8% | +2.2% | -8.0% | -8.0% |
| 3M | +0.2% | -2.5% | +2.7% | +3.1% |
| 6M | -2.7% | +7.0% | -9.6% | -9.6% |
| YTD | +4.1% | +14.0% | -9.9% | -10.1% |
| 1Y | +7.5% | +15.6% | -8.1% | -8.8% |
| 3Y | +122.0% | +66.2% | +55.9% | +33.8% |
| All | +188.2% | +65.2% | +123.0% | +77.2% |
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