+120.6%
VLO vs MAGS
+5.9%
+114.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -5.0% |
| 7D | -6.0% | -1.4% | -4.6% | -6.3% |
| 30D | -12.9% | -4.4% | -8.5% | -13.9% |
| 3M | +18.3% | +1.9% | +16.4% | +19.5% |
| 6M | +46.4% | +4.9% | +41.5% | +49.2% |
| YTD | +127.7% | +6.5% | +121.2% | +141.6% |
| 1Y | +120.6% | +6.3% | +114.3% | +134.3% |
| All | +120.6% | +5.9% | +114.8% | +134.3% |
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