+2,143.4%
VRT vs MAGS
+188.2%
+1,955.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +6.1% |
| 7D | +9.1% | +0.5% | +8.6% | +8.3% |
| 30D | +0.9% | +1.5% | -0.6% | -1.2% |
| 3M | -13.4% | +0.5% | -13.8% | -14.4% |
| 6M | +11.7% | +11.6% | +0.1% | -3.9% |
| YTD | +73.2% | +5.3% | +68.0% | +60.3% |
| 1Y | +123.4% | +14.9% | +108.5% | +86.5% |
| 3Y | +606.2% | +128.9% | +477.3% | +190.4% |
| All | +2,143.4% | +188.2% | +1,955.2% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling