+190.0%
MAGS vs HTZ
-89.8%
+279.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +1.3% | -16.4% | +17.7% | +2.0% |
| 30D | -6.3% | -15.1% | +8.8% | -5.9% |
| 3M | -0.1% | -28.2% | +28.1% | +0.7% |
| 6M | -0.8% | -73.1% | +72.3% | +3.0% |
| YTD | +4.7% | -68.3% | +73.0% | +7.7% |
| 1Y | +6.8% | -75.2% | +82.0% | +10.6% |
| 3Y | +128.9% | -81.1% | +210.1% | +139.4% |
| All | +190.0% | -89.8% | +279.8% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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