-4.5%
HAL vs MAGS
+128.8%
-133.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.5% | +1.2% | -0.8% | +0.1% |
| 30D | +15.9% | -0.1% | +16.0% | +15.9% |
| 3M | -8.7% | +3.8% | -12.5% | -10.1% |
| 6M | +9.0% | +13.2% | -4.2% | +3.7% |
| YTD | +32.0% | +4.7% | +27.3% | +29.3% |
| 1Y | +72.5% | +14.4% | +58.1% | +62.6% |
| 3Y | -4.5% | +128.6% | -133.1% | -23.2% |
| All | -4.5% | +128.8% | -133.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling