+89.7%
MAGS vs UMAC
+488.3%
-398.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | -1.8% | -4.0% | +2.2% | -1.7% |
| 30D | +1.1% | -9.4% | +10.5% | +1.2% |
| 3M | +7.7% | +3.0% | +4.7% | +7.0% |
| 6M | +11.7% | +27.2% | -15.5% | +9.1% |
| YTD | +4.9% | +84.7% | -79.8% | +0.9% |
| 1Y | +14.3% | +136.5% | -122.1% | +8.7% |
| All | +89.7% | +488.3% | -398.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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