+49.3%
VZ vs MAGS
+185.9%
-136.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | +0.9% | -2.0% | +2.9% | +0.8% |
| 30D | +8.9% | -6.9% | +15.8% | +8.3% |
| 3M | +0.1% | +0.7% | -0.5% | +0.2% |
| 6M | +1.9% | -0.8% | +2.7% | +2.1% |
| YTD | +22.0% | +4.4% | +17.6% | +22.8% |
| 1Y | +22.1% | +3.9% | +18.2% | +22.9% |
| 3Y | +58.7% | +122.7% | -64.0% | +55.1% |
| All | +49.3% | +185.9% | -136.6% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling