+75.3%
VT vs MAGS
+177.4%
-102.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -1.9% |
| 7D | -4.2% | -4.1% | -0.1% | -2.4% |
| 30D | -5.8% | -9.5% | +3.7% | -1.6% |
| 3M | -5.2% | -2.3% | -3.0% | -4.4% |
| 6M | +0.1% | -0.4% | +0.5% | 0.0% |
| YTD | +8.2% | +1.3% | +6.9% | +7.1% |
| 1Y | +10.1% | +0.4% | +9.8% | +9.3% |
| 3Y | +69.7% | +125.4% | -55.8% | +19.2% |
| All | +75.3% | +177.4% | -102.1% | +13.1% |
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 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