+89.6%
VRT vs MAGS
+15.0%
+74.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.5% |
| 7D | -8.4% | +0.6% | -9.0% | -9.0% |
| 30D | -10.9% | +3.2% | -14.1% | -14.0% |
| 3M | -13.7% | +7.7% | -21.4% | -21.0% |
| 6M | -4.1% | +12.5% | -16.6% | -18.1% |
| YTD | +58.7% | +6.0% | +52.8% | +47.9% |
| 1Y | +89.6% | +14.4% | +75.2% | +55.8% |
| All | +89.6% | +15.0% | +74.6% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling