+65.7%
VLO vs MAGS
+12.8%
+52.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.7% |
| 7D | +5.2% | +0.5% | +4.7% | +5.5% |
| 30D | +22.6% | +1.5% | +21.1% | +23.5% |
| 3M | +43.8% | +0.5% | +43.3% | +41.9% |
| 6M | +65.7% | +11.6% | +54.2% | +80.0% |
| All | +65.7% | +12.8% | +52.9% | +80.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling