+6.3%
MAGS vs HRB
+16.9%
-10.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.1% | +2.3% |
| 7D | -1.4% | +16.0% | -17.4% | -1.1% |
| 30D | -4.4% | +32.1% | -36.5% | -4.1% |
| 3M | +1.9% | +21.5% | -19.6% | +2.3% |
| 6M | +4.9% | +82.1% | -77.1% | +4.9% |
| YTD | +6.5% | +31.6% | -25.1% | +7.4% |
| 1Y | +6.3% | +15.9% | -9.6% | +4.8% |
| All | +6.3% | +16.9% | -10.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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