+191.0%
MAGS vs HIG
+107.4%
+83.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +0.4% | -2.8% | +3.2% | +0.7% |
| 3M | +5.6% | +6.3% | -0.8% | +4.5% |
| 6M | +12.3% | -0.1% | +12.4% | +12.2% |
| YTD | +5.1% | +0.4% | +4.7% | +4.8% |
| 1Y | +14.0% | +6.2% | +7.7% | +12.4% |
| 3Y | +129.4% | +101.6% | +27.8% | +114.9% |
| All | +191.0% | +107.4% | +83.7% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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