+193.4%
MAGS vs HDB
-28.7%
+222.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.8% | -0.3% |
| 7D | +0.6% | +0.7% | 0.0% | +0.5% |
| 30D | +3.2% | +1.0% | +2.2% | +3.0% |
| 3M | +7.7% | -2.0% | +9.6% | +7.7% |
| 6M | +12.5% | -18.1% | +30.6% | +15.9% |
| YTD | +6.0% | -36.1% | +42.1% | +13.5% |
| 1Y | +14.4% | -34.0% | +48.4% | +21.7% |
| 3Y | +127.5% | -26.7% | +154.2% | +133.6% |
| All | +193.4% | -28.7% | +222.1% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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