+423.2%
HWM vs MAGS
+184.9%
+238.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +7.3% | +1.7% | +5.6% | +6.4% |
| 30D | +1.6% | -5.8% | +7.4% | +4.8% |
| 3M | -21.9% | +0.2% | -22.1% | -22.0% |
| 6M | -19.0% | -2.7% | -16.4% | -18.2% |
| YTD | +7.9% | +4.1% | +3.8% | +4.8% |
| 1Y | +9.9% | +7.5% | +2.4% | +4.8% |
| 3Y | +342.1% | +122.0% | +220.1% | +206.7% |
| All | +423.2% | +184.9% | +238.2% | +239.1% |
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