+14.3%
MAGS vs UEC
-8.9%
+23.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.3% |
| 7D | -1.8% | -4.3% | +2.5% | -1.4% |
| 30D | +1.1% | -3.8% | +4.9% | +1.2% |
| 3M | +7.7% | +17.0% | -9.3% | +5.7% |
| 6M | +11.7% | -23.9% | +35.6% | +12.7% |
| YTD | +4.9% | -5.7% | +10.5% | +4.1% |
| 1Y | +14.3% | -12.5% | +26.9% | +13.6% |
| All | +14.3% | -8.9% | +23.2% | +13.6% |
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