-51.4%
VG vs MAGS
+20.9%
-72.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -22.0% | -1.4% | -20.7% | -21.6% |
| 30D | -11.6% | -8.4% | -3.3% | -8.4% |
| 3M | -14.9% | -1.5% | -13.3% | -14.7% |
| 6M | -3.5% | -1.4% | -2.2% | -4.4% |
| YTD | +70.0% | +2.4% | +67.6% | +63.5% |
| 1Y | +50.0% | +3.5% | +46.5% | +42.5% |
| All | -51.4% | +20.9% | -72.3% | -57.6% |
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 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