+191.5%
MAGS vs HDB
-29.2%
+220.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +1.5% | -2.8% | +4.3% | +2.0% |
| 3M | +0.5% | -3.5% | +4.0% | +0.9% |
| 6M | +11.6% | -24.7% | +36.3% | +16.7% |
| YTD | +5.3% | -36.6% | +41.8% | +13.0% |
| 1Y | +14.9% | -34.4% | +49.3% | +22.4% |
| 3Y | +128.9% | -24.4% | +153.3% | +135.1% |
| All | +191.5% | -29.2% | +220.7% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling