+188.2%
MAGS vs VSH
+29.9%
+158.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.6% |
| 7D | +1.7% | +14.3% | -12.7% | -1.4% |
| 30D | -5.8% | -7.9% | +2.1% | -4.9% |
| 3M | +0.2% | -19.9% | +20.1% | +3.4% |
| 6M | -2.7% | -30.5% | +27.9% | -0.8% |
| YTD | +4.1% | +85.7% | -81.6% | -21.8% |
| 1Y | +7.5% | +98.9% | -91.4% | -21.2% |
| 3Y | +122.0% | +32.1% | +90.0% | +72.6% |
| All | +188.2% | +29.9% | +158.4% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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