+31.0%
JHX vs MAGS
+190.0%
-159.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | -6.3% | +0.6% | -7.0% | -6.6% |
| 30D | -7.7% | +3.2% | -11.0% | -9.3% |
| 3M | +19.2% | +7.7% | +11.5% | +14.2% |
| 6M | +38.3% | +12.5% | +25.8% | +29.7% |
| YTD | +37.2% | +6.0% | +31.2% | +32.5% |
| 1Y | +42.3% | +14.4% | +27.9% | +31.4% |
| 3Y | -4.4% | +127.5% | -131.9% | -43.1% |
| All | +31.0% | +190.0% | -159.1% | -31.3% |
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