+68.1%
VRTX vs MAGS
+188.2%
-120.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +12.6% | +1.5% | +11.2% | +12.3% |
| 3M | +23.6% | +0.5% | +23.2% | +23.4% |
| 6M | +14.3% | +11.6% | +2.7% | +11.5% |
| YTD | +20.5% | +5.3% | +15.2% | +18.8% |
| 1Y | +37.6% | +14.9% | +22.7% | +33.3% |
| 3Y | +55.5% | +128.9% | -73.3% | +26.6% |
| All | +68.1% | +188.2% | -120.0% | +20.9% |
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