+189.1%
MAGS vs VT
+80.3%
+108.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | +3.0% | +2.9% | +0.1% | -1.1% |
| 30D | -7.3% | -2.5% | -4.8% | -3.9% |
| 3M | +1.7% | -3.3% | +5.0% | +6.8% |
| 6M | -0.4% | +1.5% | -1.9% | -2.6% |
| YTD | +4.4% | +11.4% | -7.0% | -11.2% |
| 1Y | +5.1% | +11.9% | -6.8% | -11.3% |
| 3Y | +122.6% | +73.9% | +48.7% | +1.9% |
| All | +189.1% | +80.3% | +108.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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