+14.4%
MAGS vs HAS
+16.8%
-2.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | -0.1% | -2.7% | +2.6% | +0.2% |
| 3M | +3.8% | +8.9% | -5.1% | +2.3% |
| 6M | +13.2% | -2.9% | +16.2% | +12.9% |
| YTD | +4.7% | +12.6% | -7.9% | +1.1% |
| 1Y | +14.4% | +17.5% | -3.1% | +6.2% |
| All | +14.4% | +16.8% | -2.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling