+1,453.6%
VRT vs MAGS
+184.5%
+1,269.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.1% |
| 7D | -17.7% | -0.3% | -17.4% | -17.1% |
| 30D | -20.0% | -7.1% | -12.9% | -11.8% |
| 3M | -28.1% | -0.7% | -27.4% | -27.3% |
| 6M | -42.8% | -1.5% | -41.3% | -41.9% |
| YTD | +20.0% | +3.9% | +16.0% | +13.3% |
| 1Y | +3.5% | +3.1% | +0.4% | -0.5% |
| 3Y | +366.1% | +121.6% | +244.5% | +100.1% |
| All | +1,453.6% | +184.5% | +1,269.1% | +368.6% |
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