+76.8%
VEA vs MAGS
+190.0%
-113.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -0.8% | +3.2% | -4.1% | -1.9% |
| 3M | +2.5% | +7.7% | -5.2% | -0.3% |
| 6M | +11.1% | +12.5% | -1.3% | +6.6% |
| YTD | +17.2% | +6.0% | +11.2% | +14.4% |
| 1Y | +24.5% | +14.4% | +10.1% | +18.5% |
| 3Y | +75.4% | +127.5% | -52.1% | +30.6% |
| All | +76.8% | +190.0% | -113.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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