+209.4%
VLO vs MAGS
+186.6%
+22.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +5.8% | +1.2% | +4.5% | +5.5% |
| 30D | +28.3% | -0.1% | +28.4% | +28.3% |
| 3M | +48.7% | +3.8% | +44.9% | +47.4% |
| 6M | +71.9% | +13.2% | +58.7% | +66.3% |
| YTD | +138.7% | +4.7% | +133.9% | +135.7% |
| 1Y | +148.5% | +14.4% | +134.1% | +138.8% |
| 3Y | +192.7% | +128.6% | +64.1% | +147.1% |
| All | +209.4% | +186.6% | +22.7% | +150.1% |
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