+190.0%
MAGS vs HAS
+167.1%
+23.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | +1.3% | +2.2% | -0.8% | +0.9% |
| 30D | -6.3% | +29.6% | -35.9% | -11.3% |
| 3M | -0.1% | +30.3% | -30.3% | -5.6% |
| 6M | -0.8% | +25.6% | -26.4% | -5.8% |
| YTD | +4.7% | +50.8% | -46.1% | -5.2% |
| 1Y | +6.8% | +63.0% | -56.2% | -5.2% |
| 3Y | +128.9% | +211.6% | -82.7% | +75.5% |
| All | +190.0% | +167.1% | +23.0% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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