+60.4%
VRTX vs MAGS
+187.7%
-127.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -6.4% | +0.8% | -7.2% | -6.5% |
| 30D | -0.5% | +0.4% | -0.9% | -0.6% |
| 3M | +16.9% | +5.6% | +11.3% | +15.5% |
| 6M | +13.1% | +12.3% | +0.8% | +10.2% |
| YTD | +14.9% | +5.1% | +9.9% | +13.4% |
| 1Y | +31.4% | +14.0% | +17.5% | +27.5% |
| 3Y | +51.9% | +129.4% | -77.5% | +23.5% |
| All | +60.4% | +187.7% | -127.2% | +15.4% |
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