+48.6%
VZ vs MAGS
+184.9%
-136.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +1.7% | -0.2% | +1.6% |
| 30D | +4.4% | -5.8% | +10.1% | +3.8% |
| 3M | -2.4% | +0.2% | -2.6% | -2.3% |
| 6M | +1.4% | -2.7% | +4.1% | +1.4% |
| YTD | +21.4% | +4.1% | +17.3% | +22.2% |
| 1Y | +20.3% | +7.5% | +12.8% | +21.3% |
| 3Y | +57.4% | +122.0% | -64.7% | +53.8% |
| All | +48.6% | +184.9% | -136.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling