+275.5%
VIAV vs MAGS
+190.0%
+85.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.1% |
| 7D | +11.2% | +0.6% | +10.5% | +10.8% |
| 30D | -10.1% | +3.2% | -13.3% | -11.5% |
| 3M | -22.9% | +7.7% | -30.5% | -25.7% |
| 6M | +28.8% | +12.5% | +16.3% | +21.5% |
| YTD | +117.5% | +6.0% | +111.5% | +110.6% |
| 1Y | +216.1% | +14.4% | +201.7% | +195.0% |
| 3Y | +292.2% | +127.5% | +164.7% | +186.1% |
| All | +275.5% | +190.0% | +85.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling