+89.4%
MAGS vs UMAC
+549.5%
-460.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -0.8% |
| 7D | +1.2% | +14.7% | -13.5% | +0.7% |
| 30D | -0.1% | -0.5% | +0.4% | -0.3% |
| 3M | +3.8% | +0.5% | +3.3% | +3.2% |
| 6M | +13.2% | +57.9% | -44.7% | +9.9% |
| YTD | +4.7% | +103.9% | -99.2% | +0.4% |
| 1Y | +14.4% | +159.3% | -144.9% | +8.4% |
| All | +89.4% | +549.5% | -460.1% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling