+128.6%
MAGS vs VSH
+32.2%
+96.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.2% | +6.2% | -5.0% | -0.1% |
| 30D | -0.1% | -11.1% | +11.0% | +2.2% |
| 3M | +3.8% | -44.9% | +48.7% | +16.6% |
| 6M | +13.2% | +90.0% | -76.7% | -12.9% |
| YTD | +4.7% | +118.8% | -114.1% | -23.7% |
| 1Y | +14.4% | +109.0% | -94.6% | -16.1% |
| 3Y | +128.6% | +35.6% | +92.9% | +88.8% |
| All | +128.6% | +32.2% | +96.3% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling