+189.2%
MAGS vs UEC
+160.1%
+29.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -6.9% | -18.1% | +11.2% | -4.9% |
| 3M | +0.7% | -36.9% | +37.6% | +5.6% |
| 6M | -0.8% | -56.1% | +55.3% | +7.7% |
| YTD | +4.4% | -38.1% | +42.5% | +7.2% |
| 1Y | +3.9% | -41.7% | +45.6% | +7.0% |
| 3Y | +122.7% | +28.2% | +94.5% | +95.4% |
| All | +189.2% | +160.1% | +29.1% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling