+51.8%
VG vs MAGS
+5.9%
+45.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.2% | -9.9% | -6.0% |
| 7D | -16.4% | -1.4% | -15.0% | -17.1% |
| 30D | -10.8% | -4.4% | -6.4% | -13.5% |
| 3M | -6.3% | +1.9% | -8.2% | -4.1% |
| 6M | -12.5% | +4.9% | -17.4% | -7.4% |
| YTD | +76.9% | +6.5% | +70.4% | +113.7% |
| 1Y | +51.8% | +6.3% | +45.5% | +83.6% |
| All | +51.8% | +5.9% | +45.9% | +83.6% |
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