+28.4%
HYG vs MAGS
+190.0%
-161.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -0.7% | +3.2% | -3.9% | -1.1% |
| 3M | -0.2% | +7.7% | -7.9% | -1.1% |
| 6M | +1.4% | +12.5% | -11.0% | -0.1% |
| YTD | +1.5% | +6.0% | -4.5% | +0.6% |
| 1Y | +2.9% | +14.4% | -11.5% | +1.0% |
| 3Y | +25.6% | +127.5% | -101.9% | +12.2% |
| All | +28.4% | +190.0% | -161.7% | +11.2% |
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