+191.5%
MAGS vs URA
+173.2%
+18.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | +1.5% | +7.4% | -5.9% | -0.6% |
| 3M | +0.5% | -8.4% | +8.9% | +2.2% |
| 6M | +11.6% | -12.7% | +24.3% | +14.0% |
| YTD | +5.3% | +7.8% | -2.5% | +0.4% |
| 1Y | +14.9% | +19.5% | -4.6% | +4.4% |
| 3Y | +128.9% | +116.4% | +12.5% | +67.6% |
| All | +191.5% | +173.2% | +18.3% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling