+193.4%
MAGS vs USHY
+30.5%
+162.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +2.6% |
| 30D | +3.2% | -0.7% | +3.9% | +5.3% |
| 3M | +7.7% | +0.1% | +7.6% | +7.7% |
| 6M | +12.5% | +1.8% | +10.7% | +7.5% |
| YTD | +6.0% | +1.8% | +4.2% | +1.3% |
| 1Y | +14.4% | +3.3% | +11.1% | +5.2% |
| 3Y | +127.5% | +27.0% | +100.6% | +40.8% |
| All | +193.4% | +30.5% | +162.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling