+199.6%
VLO vs MAGS
+188.2%
+11.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +22.6% | +1.5% | +21.1% | +22.2% |
| 3M | +43.8% | +0.5% | +43.3% | +43.5% |
| 6M | +65.7% | +11.6% | +54.2% | +61.1% |
| YTD | +131.1% | +5.3% | +125.8% | +128.0% |
| 1Y | +143.6% | +14.9% | +128.7% | +134.0% |
| 3Y | +201.4% | +128.9% | +72.5% | +154.1% |
| All | +199.6% | +188.2% | +11.4% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling