-49.4%
VG vs MAGS
+22.8%
-72.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -7.7% | -0.3% | -7.4% | -7.7% |
| 30D | -8.8% | -7.1% | -1.7% | -6.0% |
| 3M | -15.6% | -0.7% | -14.9% | -15.7% |
| 6M | +5.2% | -1.5% | +6.8% | +4.8% |
| YTD | +76.9% | +3.9% | +73.0% | +69.0% |
| 1Y | +42.5% | +3.1% | +39.4% | +37.3% |
| All | -49.4% | +22.8% | -72.1% | -56.2% |
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