+188.2%
MAGS vs HTZ
-90.6%
+278.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | +1.7% | -8.5% | +10.2% | +2.0% |
| 30D | -5.8% | -18.9% | +13.1% | -5.1% |
| 3M | +0.2% | -36.0% | +36.3% | +1.6% |
| 6M | -2.7% | -74.6% | +71.9% | +1.2% |
| YTD | +4.1% | -70.8% | +74.9% | +7.3% |
| 1Y | +7.5% | -75.3% | +82.8% | +11.4% |
| 3Y | +122.0% | -81.6% | +203.6% | +130.5% |
| All | +188.2% | -90.6% | +278.8% | +234.4% |
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