+125.7%
MAGS vs UEC
+146.8%
-21.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.4% | +1.9% | -1.5% | -0.1% |
| 3M | +5.6% | +8.9% | -3.3% | +3.8% |
| 6M | +12.3% | -14.5% | +26.8% | +12.5% |
| YTD | +5.1% | -0.7% | +5.8% | +2.3% |
| 1Y | +14.0% | -4.1% | +18.0% | +9.7% |
| All | +125.7% | +146.8% | -21.1% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling