+190.0%
MAGS vs HSY
-26.1%
+216.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.2% | -1.6% | +2.8% | +1.1% |
| 30D | -0.1% | -4.2% | +4.1% | -0.4% |
| 3M | +3.8% | -0.7% | +4.5% | +3.9% |
| 6M | +13.2% | -21.8% | +35.0% | +11.4% |
| YTD | +4.7% | -2.7% | +7.4% | +4.8% |
| 1Y | +14.4% | -4.8% | +19.2% | +14.4% |
| 3Y | +128.6% | -9.4% | +137.9% | +133.7% |
| All | +190.0% | -26.1% | +216.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HSY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling