+189.1%
MAGS vs HTZ
-90.4%
+279.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.2% |
| 7D | +3.0% | -14.0% | +17.0% | +3.5% |
| 30D | -7.3% | -19.8% | +12.5% | -6.7% |
| 3M | +1.7% | -45.0% | +46.7% | +3.5% |
| 6M | -0.4% | -73.2% | +72.8% | +3.4% |
| YTD | +4.4% | -70.0% | +74.4% | +7.5% |
| 1Y | +5.1% | -75.7% | +80.8% | +8.9% |
| 3Y | +122.6% | -82.1% | +204.7% | +132.9% |
| All | +189.1% | -90.4% | +279.4% | +235.1% |
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