+59.3%
HCA vs MAGS
+187.7%
-128.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | +4.9% | +0.8% | +4.1% | +4.9% |
| 30D | +1.9% | +0.4% | +1.5% | +1.8% |
| 3M | +12.7% | +5.6% | +7.2% | +12.2% |
| 6M | -22.3% | +12.3% | -34.7% | -23.2% |
| YTD | -9.3% | +5.1% | -14.4% | -9.9% |
| 1Y | +2.7% | +14.0% | -11.2% | +1.3% |
| 3Y | +57.8% | +129.4% | -71.6% | +34.7% |
| All | +59.3% | +187.7% | -128.4% | +26.2% |
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 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