+528.3%
VST vs MAGS
+188.2%
+340.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.7% |
| 7D | +8.9% | +0.5% | +8.4% | +8.3% |
| 30D | +6.2% | +1.5% | +4.7% | +4.7% |
| 3M | -2.7% | +0.5% | -3.2% | -3.8% |
| 6M | -8.4% | +11.6% | -19.9% | -17.8% |
| YTD | -7.2% | +5.3% | -12.5% | -12.2% |
| 1Y | -20.9% | +14.9% | -35.8% | -30.8% |
| 3Y | +384.0% | +128.9% | +255.1% | +212.3% |
| All | +528.3% | +188.2% | +340.1% | +289.8% |
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