+190.4%
MAGS vs UUUU
+161.1%
+29.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.4% |
| 7D | -1.8% | -5.0% | +3.2% | -1.3% |
| 30D | +1.1% | -7.8% | +8.9% | +1.7% |
| 3M | +7.7% | -0.4% | +8.2% | +7.3% |
| 6M | +11.7% | -32.9% | +44.6% | +14.4% |
| YTD | +4.9% | -6.3% | +11.1% | +3.1% |
| 1Y | +14.3% | +7.9% | +6.4% | +8.2% |
| 3Y | +128.9% | +85.2% | +43.7% | +88.5% |
| All | +190.4% | +161.1% | +29.3% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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