+18.7%
HPQ vs MAGS
+186.6%
-167.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +3.7% | -0.1% | +3.8% | +3.7% |
| 3M | +24.3% | +3.8% | +20.5% | +22.1% |
| 6M | +64.8% | +13.2% | +51.5% | +55.5% |
| YTD | +43.9% | +4.7% | +39.2% | +40.5% |
| 1Y | +11.7% | +14.4% | -2.7% | +4.6% |
| 3Y | +19.7% | +128.6% | -108.9% | -13.1% |
| All | +18.7% | +186.6% | -167.9% | -21.5% |
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 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