+70.5%
VEEV vs MAGS
+184.9%
-114.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +1.4% | -5.8% | +7.2% | +3.5% |
| 3M | +19.4% | +0.2% | +19.1% | +19.1% |
| 6M | +93.6% | -2.7% | +96.3% | +94.8% |
| YTD | +35.1% | +4.1% | +31.0% | +32.7% |
| 1Y | +3.4% | +7.5% | -4.1% | +0.4% |
| 3Y | +81.4% | +122.0% | -40.7% | +27.1% |
| All | +70.5% | +184.9% | -114.5% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling