+6.3%
MAGS vs UEC
-46.3%
+52.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.8% |
| 7D | -1.4% | -13.8% | +12.4% | +0.2% |
| 30D | -4.4% | -23.1% | +18.7% | -1.8% |
| 3M | +1.9% | -31.5% | +33.4% | +5.5% |
| 6M | +4.9% | -51.5% | +56.4% | +11.7% |
| YTD | +6.5% | -38.4% | +45.0% | +8.7% |
| 1Y | +6.3% | -44.7% | +51.0% | +9.0% |
| All | +6.3% | -46.3% | +52.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling