+126.1%
VTR vs MAGS
+187.1%
-61.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.8% |
| 30D | +4.0% | +1.1% | +2.9% | +4.0% |
| 3M | +7.8% | +7.7% | +0.1% | +7.6% |
| 6M | +6.4% | +11.7% | -5.3% | +5.8% |
| YTD | +18.3% | +4.9% | +13.4% | +18.0% |
| 1Y | +33.9% | +14.3% | +19.6% | +32.7% |
| 3Y | +134.3% | +128.9% | +5.4% | +111.1% |
| All | +126.1% | +187.1% | -61.0% | +101.6% |
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