+187.8%
MAGS vs URA
+96.6%
+91.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -7.1% | -14.8% | +7.7% | -3.2% |
| 3M | -0.7% | -25.3% | +24.6% | +6.5% |
| 6M | -1.5% | -39.9% | +38.4% | +11.1% |
| YTD | +3.9% | -22.4% | +26.3% | +7.5% |
| 1Y | +3.1% | -29.0% | +32.1% | +9.0% |
| 3Y | +121.6% | +41.0% | +80.6% | +80.5% |
| All | +187.8% | +96.6% | +91.2% | +115.4% |
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