+290.3%
VST vs MAGS
+118.0%
+172.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.3% |
| 7D | -6.0% | -0.3% | -5.7% | -5.9% |
| 30D | -18.8% | -7.1% | -11.7% | -12.5% |
| 3M | -8.0% | -0.7% | -7.3% | -7.3% |
| 6M | -10.9% | -1.5% | -9.4% | -10.1% |
| YTD | -18.3% | +3.9% | -22.3% | -22.3% |
| 1Y | -29.9% | +3.1% | -33.0% | -32.7% |
| 3Y | +290.3% | +121.6% | +168.7% | +122.1% |
| All | +290.3% | +118.0% | +172.3% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling