+191.5%
MAGS vs UEC
+315.1%
-123.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.5% | -6.9% | +7.5% | +1.4% |
| 30D | +1.5% | +7.6% | -6.2% | +0.3% |
| 3M | +0.5% | -18.4% | +18.9% | +2.1% |
| 6M | +11.6% | -23.3% | +34.9% | +13.1% |
| YTD | +5.3% | -1.2% | +6.5% | +2.7% |
| 1Y | +14.9% | +2.3% | +12.6% | +9.8% |
| 3Y | +128.9% | +162.3% | -33.4% | +86.2% |
| All | +191.5% | +315.1% | -123.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling