+189.2%
MAGS vs VSH
+42.1%
+147.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -1.3% |
| 7D | -2.0% | +12.8% | -14.7% | -4.8% |
| 30D | -6.9% | -9.0% | +2.1% | -5.8% |
| 3M | +0.7% | -12.2% | +12.8% | +1.9% |
| 6M | -0.8% | -15.9% | +15.1% | -3.7% |
| YTD | +4.4% | +103.2% | -98.8% | -22.9% |
| 1Y | +3.9% | +108.4% | -104.5% | -24.1% |
| 3Y | +122.7% | +41.6% | +81.2% | +71.0% |
| All | +189.2% | +42.1% | +147.1% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling