+2,225.8%
VRT vs MAGS
+186.6%
+2,039.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.3% |
| 7D | +13.6% | +1.2% | +12.4% | +11.8% |
| 30D | +6.8% | -0.1% | +6.9% | +6.5% |
| 3M | -3.2% | +3.8% | -7.0% | -8.4% |
| 6M | +20.3% | +13.2% | +7.1% | +1.5% |
| YTD | +79.6% | +4.7% | +74.9% | +67.2% |
| 1Y | +139.0% | +14.4% | +124.6% | +100.5% |
| 3Y | +644.6% | +128.6% | +516.1% | +207.5% |
| All | +2,225.8% | +186.6% | +2,039.1% | +591.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling