+58.2%
VZ vs MAGS
+188.2%
-130.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +7.9% | +1.5% | +6.4% | +8.0% |
| 3M | +13.6% | +0.5% | +13.2% | +13.9% |
| 6M | +1.1% | +11.6% | -10.5% | +2.2% |
| YTD | +29.3% | +5.3% | +24.0% | +30.2% |
| 1Y | +21.2% | +14.9% | +6.4% | +22.8% |
| 3Y | +75.9% | +128.9% | -53.0% | +72.0% |
| All | +58.2% | +188.2% | -130.0% | +35.8% |
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