+183.5%
MAGS vs URA
+91.8%
+91.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.1% |
| 7D | -1.4% | -4.1% | +2.7% | -0.3% |
| 30D | -8.4% | -19.0% | +10.6% | -3.3% |
| 3M | -1.5% | -25.1% | +23.6% | +5.6% |
| 6M | -1.4% | -44.5% | +43.1% | +13.6% |
| YTD | +2.4% | -24.3% | +26.7% | +6.6% |
| 1Y | +3.5% | -28.1% | +31.6% | +9.0% |
| 3Y | +125.3% | +40.7% | +84.6% | +83.9% |
| All | +183.5% | +91.8% | +91.7% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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