+279.7%
VIAV vs MAGS
+187.7%
+92.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +13.6% | +0.8% | +12.8% | +13.0% |
| 30D | +5.3% | +0.4% | +4.9% | +4.9% |
| 3M | -15.6% | +5.6% | -21.2% | -18.0% |
| 6M | +34.0% | +12.3% | +21.7% | +26.5% |
| YTD | +119.9% | +5.1% | +114.8% | +113.7% |
| 1Y | +235.2% | +14.0% | +221.2% | +213.3% |
| 3Y | +299.8% | +129.4% | +170.4% | +190.9% |
| All | +279.7% | +187.7% | +92.0% | +141.2% |
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 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