+143.6%
VLO vs MAGS
+15.9%
+127.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.3% |
| 30D | +22.6% | +1.5% | +21.1% | +23.0% |
| 3M | +43.8% | +0.5% | +43.3% | +43.9% |
| 6M | +65.7% | +11.6% | +54.2% | +71.4% |
| YTD | +131.1% | +5.3% | +125.8% | +140.8% |
| 1Y | +143.6% | +14.9% | +128.7% | +153.0% |
| All | +143.6% | +15.9% | +127.7% | +153.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling