+161.8%
VGT vs MAGS
+190.0%
-28.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.7% |
| 30D | -0.4% | +3.2% | -3.7% | -2.9% |
| 3M | +4.4% | +7.7% | -3.2% | -1.8% |
| 6M | +32.1% | +12.5% | +19.6% | +20.1% |
| YTD | +28.8% | +6.0% | +22.8% | +22.7% |
| 1Y | +35.3% | +14.4% | +21.0% | +21.5% |
| 3Y | +124.8% | +127.5% | -2.8% | +21.5% |
| All | +161.8% | +190.0% | -28.2% | +21.1% |
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