+124.7%
VTR vs MAGS
+186.6%
-62.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | +13.5% | +3.8% | +9.7% | +13.4% |
| 6M | +7.2% | +13.2% | -6.1% | +6.6% |
| YTD | +17.6% | +4.7% | +12.9% | +17.3% |
| 1Y | +35.4% | +14.4% | +21.0% | +34.1% |
| 3Y | +132.8% | +128.6% | +4.3% | +109.8% |
| All | +124.7% | +186.6% | -62.0% | +100.3% |
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