-44.9%
HUBS vs MAGS
+190.0%
-234.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -9.0% | +0.6% | -9.6% | -9.4% |
| 30D | +7.2% | +3.2% | +4.0% | +5.1% |
| 3M | +20.9% | +7.7% | +13.2% | +14.8% |
| 6M | -13.0% | +12.5% | -25.5% | -20.6% |
| YTD | -43.8% | +6.0% | -49.8% | -46.4% |
| 1Y | -54.6% | +14.4% | -69.0% | -59.2% |
| 3Y | -58.5% | +127.5% | -186.0% | -78.7% |
| All | -44.9% | +190.0% | -234.9% | -76.0% |
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 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