+122.0%
MAGS vs HUBB
+57.0%
+65.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +1.8% | -0.1% | +1.0% |
| 30D | -5.8% | -7.7% | +1.9% | -3.0% |
| 3M | +0.2% | -13.6% | +13.8% | +5.8% |
| 6M | -2.7% | -9.1% | +6.5% | -0.6% |
| YTD | +4.1% | -0.7% | +4.8% | +0.5% |
| 1Y | +7.5% | +1.1% | +6.4% | +2.7% |
| 3Y | +122.0% | +56.2% | +65.9% | +82.9% |
| All | +122.0% | +57.0% | +65.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling