+67.8%
VTV vs MAGS
+128.4%
-60.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -1.0% | +3.2% | -4.2% | -1.8% |
| 3M | +4.6% | +7.7% | -3.0% | +2.7% |
| 6M | +13.5% | +12.5% | +1.1% | +10.0% |
| YTD | +18.5% | +6.0% | +12.5% | +16.4% |
| 1Y | +22.9% | +14.4% | +8.5% | +18.2% |
| 3Y | +67.8% | +127.5% | -59.7% | +37.1% |
| All | +67.8% | +128.4% | -60.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling