+462.5%
VST vs MAGS
+185.9%
+276.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +10.9% | -2.0% | +12.9% | +13.1% |
| 30D | -15.6% | -6.9% | -8.7% | -10.0% |
| 3M | -7.8% | +0.7% | -8.4% | -8.1% |
| 6M | -12.0% | -0.8% | -11.2% | -11.7% |
| YTD | -16.9% | +4.4% | -21.4% | -20.7% |
| 1Y | -25.1% | +3.9% | -29.0% | -28.1% |
| 3Y | +297.1% | +122.7% | +174.3% | +159.0% |
| All | +462.5% | +185.9% | +276.6% | +252.4% |
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