+60.4%
HCA vs MAGS
+128.4%
-68.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.3% |
| 7D | +5.4% | +0.6% | +4.8% | +5.4% |
| 30D | +3.0% | +3.2% | -0.2% | +2.8% |
| 3M | +13.0% | +7.7% | +5.3% | +12.5% |
| 6M | -20.3% | +12.5% | -32.7% | -21.0% |
| YTD | -8.2% | +6.0% | -14.2% | -8.8% |
| 1Y | +6.7% | +14.4% | -7.7% | +5.5% |
| 3Y | +60.4% | +127.5% | -67.1% | +39.0% |
| All | +60.4% | +128.4% | -68.0% | +39.0% |
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