+262.4%
VST vs MAGS
+125.8%
+136.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.5% | +9.6% |
| 7D | -9.8% | -1.4% | -8.4% | -8.8% |
| 30D | -25.1% | -8.4% | -16.8% | -18.4% |
| 3M | -11.6% | -1.5% | -10.1% | -10.3% |
| 6M | -20.9% | -1.4% | -19.6% | -20.5% |
| YTD | -22.3% | +2.4% | -24.7% | -25.0% |
| 1Y | -32.0% | +3.5% | -35.5% | -35.2% |
| 3Y | +262.4% | +125.3% | +137.1% | +115.0% |
| All | +262.4% | +125.8% | +136.6% | +115.0% |
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