+66.0%
VXUS vs MAGS
+186.7%
-120.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.0% |
| 7D | +0.8% | +1.3% | -0.6% | +0.3% |
| 30D | -1.9% | -6.3% | +4.5% | +0.3% |
| 3M | -4.4% | -0.1% | -4.3% | -4.4% |
| 6M | -2.0% | -0.8% | -1.2% | -1.9% |
| YTD | +11.1% | +4.7% | +6.4% | +8.9% |
| 1Y | +15.1% | +6.8% | +8.3% | +12.0% |
| 3Y | +70.4% | +128.9% | -58.5% | +27.1% |
| All | +66.0% | +186.7% | -120.8% | +14.6% |
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 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