+14.6%
HON vs MAGS
+190.0%
-175.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -13.8% | +3.2% | -17.0% | -14.4% |
| 3M | -11.7% | +7.7% | -19.4% | -13.5% |
| 6M | -18.7% | +12.5% | -31.2% | -21.3% |
| YTD | +0.2% | +6.0% | -5.7% | -1.6% |
| 1Y | -3.1% | +14.4% | -17.4% | -6.9% |
| 3Y | +17.0% | +127.5% | -110.6% | -5.7% |
| All | +14.6% | +190.0% | -175.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling