+2,002.3%
VRT vs MAGS
+187.7%
+1,814.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -10.1% |
| 7D | +2.4% | +0.8% | +1.6% | +1.3% |
| 30D | -2.7% | +0.4% | -3.1% | -3.5% |
| 3M | -9.2% | +5.6% | -14.8% | -15.9% |
| 6M | -0.5% | +12.3% | -12.8% | -15.3% |
| YTD | +62.3% | +5.1% | +57.2% | +50.4% |
| 1Y | +109.6% | +14.0% | +95.6% | +76.6% |
| 3Y | +573.1% | +129.4% | +443.7% | +176.6% |
| All | +2,002.3% | +187.7% | +1,814.7% | +521.8% |
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