+190.0%
MAGS vs VSXY
+131.7%
+58.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | +1.2% | -6.8% | +8.0% | +1.7% |
| 30D | -0.1% | -20.4% | +20.3% | +1.5% |
| 3M | +3.8% | +2.9% | +0.9% | +3.3% |
| 6M | +13.2% | +67.9% | -54.7% | +6.9% |
| YTD | +4.7% | +44.9% | -40.1% | -0.3% |
| 1Y | +14.4% | +205.9% | -191.5% | +0.7% |
| 3Y | +128.6% | +373.9% | -245.3% | +94.1% |
| All | +190.0% | +131.7% | +58.3% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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