+16.7%
VEEV vs MAGS
+128.4%
-111.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.6% | +0.6% | -5.3% | -4.8% |
| 30D | +8.6% | +3.2% | +5.4% | +7.5% |
| 3M | +62.4% | +7.7% | +54.8% | +58.3% |
| 6M | +40.3% | +12.5% | +27.8% | +34.5% |
| YTD | +17.5% | +6.0% | +11.6% | +15.0% |
| 1Y | -6.1% | +14.4% | -20.5% | -10.5% |
| 3Y | +16.7% | +127.5% | -110.9% | -16.4% |
| All | +16.7% | +128.4% | -111.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling