+148.3%
VLO vs MAGS
+13.0%
+135.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +4.0% | -1.8% | +5.8% | +3.6% |
| 30D | +19.0% | +1.1% | +17.9% | +19.3% |
| 3M | +50.0% | +7.7% | +42.3% | +52.5% |
| 6M | +79.1% | +11.7% | +67.4% | +85.0% |
| YTD | +140.3% | +4.9% | +135.4% | +150.2% |
| 1Y | +148.3% | +14.3% | +134.0% | +154.8% |
| All | +148.3% | +13.0% | +135.3% | +154.8% |
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 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