+3.1%
MAGS vs ALHC
-52.7%
+55.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | -0.3% | +3.8% | -4.1% | -0.3% |
| 30D | -7.1% | +1.7% | -8.7% | -7.0% |
| 3M | -0.7% | -44.3% | +43.6% | -0.8% |
| 6M | -1.5% | -57.2% | +55.7% | -1.4% |
| YTD | +3.9% | -61.2% | +65.1% | +2.5% |
| 1Y | +3.1% | -53.2% | +56.3% | -3.0% |
| All | +3.1% | -52.7% | +55.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling