-45.3%
HUBS vs MAGS
+187.1%
-232.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -12.4% | -1.8% | -10.6% | -11.2% |
| 30D | +1.4% | +1.1% | +0.3% | +0.9% |
| 3M | +16.0% | +7.7% | +8.2% | +10.1% |
| 6M | -17.0% | +11.7% | -28.7% | -23.8% |
| YTD | -44.3% | +4.9% | -49.2% | -46.4% |
| 1Y | -54.3% | +14.3% | -68.6% | -58.9% |
| 3Y | -58.4% | +128.9% | -187.3% | -78.8% |
| All | -45.3% | +187.1% | -232.4% | -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 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