+7.5%
MAGS vs UEC
-45.1%
+52.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +1.7% | -3.8% | +5.4% | +2.0% |
| 30D | -5.8% | -13.5% | +7.7% | -4.5% |
| 3M | +0.2% | -40.5% | +40.7% | +5.1% |
| 6M | -2.7% | -56.7% | +54.0% | +4.4% |
| YTD | +4.1% | -43.0% | +47.1% | +8.0% |
| 1Y | +7.5% | -42.5% | +50.0% | +11.1% |
| All | +7.5% | -45.1% | +52.7% | +11.1% |
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