+191.0%
MAGS vs VYM
+67.4%
+123.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +0.8% | -1.0% | +1.8% | +1.9% |
| 30D | +0.4% | -2.0% | +2.4% | +2.6% |
| 3M | +5.6% | +3.1% | +2.5% | +2.3% |
| 6M | +12.3% | +8.9% | +3.4% | +2.6% |
| YTD | +5.1% | +14.7% | -9.6% | -9.2% |
| 1Y | +14.0% | +19.4% | -5.5% | -5.8% |
| 3Y | +129.4% | +65.4% | +64.0% | +45.7% |
| All | +191.0% | +67.4% | +123.6% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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