+12.3%
MAGS vs UUUU
-21.9%
+34.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | +1.8% | -1.0% | +0.5% |
| 30D | +0.4% | +1.8% | -1.4% | -0.1% |
| 3M | +5.6% | +1.3% | +4.3% | +4.6% |
| 6M | +12.3% | -26.8% | +39.1% | +13.6% |
| All | +12.3% | -21.9% | +34.3% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling