+94.9%
VOO vs MAGS
+190.0%
-95.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -1.1% | +3.2% | -4.3% | -2.6% |
| 3M | +3.9% | +7.7% | -3.8% | 0.0% |
| 6M | +13.6% | +12.5% | +1.2% | +6.9% |
| YTD | +12.7% | +6.0% | +6.8% | +9.0% |
| 1Y | +17.6% | +14.4% | +3.2% | +9.4% |
| 3Y | +77.3% | +127.5% | -50.2% | +18.8% |
| All | +94.9% | +190.0% | -95.2% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling