+191.0%
MAGS vs VTEB
+6.6%
+184.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.3% |
| 30D | +0.4% | -2.1% | +2.5% | +2.0% |
| 3M | +5.6% | -2.7% | +8.2% | +7.8% |
| 6M | +12.3% | -2.1% | +14.4% | +14.1% |
| YTD | +5.1% | -1.1% | +6.2% | +6.3% |
| 1Y | +14.0% | +1.3% | +12.6% | +13.8% |
| 3Y | +129.4% | +9.0% | +120.4% | +111.6% |
| All | +191.0% | +6.6% | +184.4% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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