+191.5%
MAGS vs VT
+86.8%
+104.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.5% | +0.4% | +0.1% | -0.1% |
| 30D | +1.5% | +1.0% | +0.5% | +0.1% |
| 3M | +0.5% | +2.4% | -1.9% | -2.9% |
| 6M | +11.6% | +12.0% | -0.4% | -5.5% |
| YTD | +5.3% | +15.3% | -10.1% | -14.9% |
| 1Y | +14.9% | +22.6% | -7.7% | -15.3% |
| 3Y | +128.9% | +74.7% | +54.2% | +3.6% |
| All | +191.5% | +86.8% | +104.7% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling