+1,576.9%
VRT vs MAGS
+185.8%
+1,391.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +18.6% | +3.0% | +15.6% | +14.7% |
| 30D | -11.7% | -7.3% | -4.3% | -2.3% |
| 3M | -27.3% | +1.7% | -29.0% | -28.6% |
| 6M | -42.9% | -0.4% | -42.5% | -42.8% |
| YTD | +29.5% | +4.4% | +25.1% | +21.7% |
| 1Y | +21.0% | +5.1% | +16.0% | +13.5% |
| 3Y | +403.1% | +122.6% | +280.5% | +114.8% |
| All | +1,576.9% | +185.8% | +1,391.1% | +403.1% |
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