+190.0%
MAGS vs VT
+80.3%
+109.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -1.4% |
| 7D | +1.3% | +0.4% | +1.0% | +0.8% |
| 30D | -6.3% | -2.6% | -3.7% | -2.7% |
| 3M | -0.1% | -3.2% | +3.2% | +4.8% |
| 6M | -0.8% | +0.9% | -1.7% | -2.2% |
| YTD | +4.7% | +11.3% | -6.6% | -10.8% |
| 1Y | +6.8% | +14.0% | -7.2% | -12.4% |
| 3Y | +128.9% | +75.8% | +53.1% | +3.2% |
| All | +190.0% | +80.3% | +109.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling