+64.7%
VWO vs MAGS
+187.7%
-123.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +0.9% | +0.4% | +0.5% | +0.7% |
| 3M | +4.3% | +5.6% | -1.3% | +2.1% |
| 6M | +10.5% | +12.3% | -1.8% | +6.0% |
| YTD | +13.4% | +5.1% | +8.3% | +11.0% |
| 1Y | +18.6% | +14.0% | +4.6% | +13.1% |
| 3Y | +65.8% | +129.4% | -63.6% | +23.8% |
| All | +64.7% | +187.7% | -123.0% | +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 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