+161.4%
VGT vs MAGS
+187.7%
-26.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +1.5% | +0.8% | +0.7% | +0.8% |
| 30D | +0.5% | +0.4% | +0.1% | +0.1% |
| 3M | +5.3% | +5.6% | -0.3% | +0.5% |
| 6M | +32.4% | +12.3% | +20.1% | +20.5% |
| YTD | +28.6% | +5.1% | +23.5% | +23.3% |
| 1Y | +37.6% | +14.0% | +23.7% | +23.9% |
| 3Y | +125.5% | +129.4% | -3.9% | +21.2% |
| All | +161.4% | +187.7% | -26.2% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling