+189.1%
MAGS vs HBM
+333.8%
-144.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | +3.0% | +5.1% | -2.0% | +2.0% |
| 30D | -7.3% | -15.8% | +8.5% | -4.5% |
| 3M | +1.7% | -22.4% | +24.1% | +5.9% |
| 6M | -0.4% | -20.2% | +19.9% | +2.2% |
| YTD | +4.4% | +9.0% | -4.6% | -1.1% |
| 1Y | +5.1% | +27.4% | -22.3% | -3.9% |
| 3Y | +122.6% | +424.2% | -301.6% | +54.0% |
| All | +189.1% | +333.8% | -144.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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