+1.9%
VEEV vs MAGS
+15.9%
-14.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +28.8% | +1.5% | +27.4% | +28.1% |
| 3M | +54.0% | +0.5% | +53.6% | +53.2% |
| 6M | +46.0% | +11.6% | +34.4% | +40.2% |
| YTD | +23.2% | +5.3% | +18.0% | +20.9% |
| 1Y | +1.9% | +14.9% | -13.0% | +0.2% |
| All | +1.9% | +15.9% | -14.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling