+5.5%
HAL vs MAGS
+185.9%
-180.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | +1.0% | -6.9% | +7.9% | +3.0% |
| 3M | -2.1% | +0.7% | -2.8% | -2.5% |
| 6M | -17.5% | -0.8% | -16.7% | -17.6% |
| YTD | +18.1% | +4.4% | +13.7% | +15.8% |
| 1Y | +19.7% | +3.9% | +15.8% | +17.5% |
| 3Y | -7.9% | +122.7% | -130.6% | -23.2% |
| All | +5.5% | +185.9% | -180.4% | -16.7% |
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