+122.0%
MAGS vs ALHC
+22.7%
+99.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -5.8% | -10.6% | +4.8% | -5.7% |
| 3M | +0.2% | -45.3% | +45.6% | +0.7% |
| 6M | -2.7% | -59.7% | +57.1% | -2.0% |
| YTD | +4.1% | -62.7% | +66.8% | +4.7% |
| 1Y | +7.5% | -56.1% | +63.6% | +7.9% |
| 3Y | +122.0% | +21.3% | +100.8% | +112.3% |
| All | +122.0% | +22.7% | +99.4% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling