+467.0%
VST vs MAGS
+185.8%
+281.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | +3.0% | +16.1% | +16.3% |
| 30D | -17.2% | -7.3% | -9.8% | -11.3% |
| 3M | -8.1% | +1.7% | -9.8% | -9.3% |
| 6M | -8.1% | -0.4% | -7.8% | -8.2% |
| YTD | -16.3% | +4.4% | -20.7% | -20.0% |
| 1Y | -24.1% | +5.1% | -29.2% | -27.9% |
| 3Y | +300.2% | +122.6% | +177.6% | +161.2% |
| All | +467.0% | +185.8% | +281.2% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling