+188.2%
MAGS vs VRSN
+50.8%
+137.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -5.8% | +3.9% | -9.6% | -6.5% |
| 3M | +0.2% | +9.3% | -9.1% | -1.5% |
| 6M | -2.7% | +6.7% | -9.3% | -4.1% |
| YTD | +4.1% | +30.0% | -26.0% | -2.3% |
| 1Y | +7.5% | +26.0% | -18.5% | +1.7% |
| 3Y | +122.0% | +53.1% | +68.9% | +93.7% |
| All | +188.2% | +50.8% | +137.4% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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