+190.0%
MAGS vs UUUU
+180.1%
+9.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +1.2% | +2.8% | -1.6% | +1.0% |
| 30D | -0.1% | +3.4% | -3.5% | -0.6% |
| 3M | +3.8% | -3.9% | +7.7% | +3.7% |
| 6M | +13.2% | -23.2% | +36.4% | +14.6% |
| YTD | +4.7% | +0.6% | +4.2% | +2.3% |
| 1Y | +14.4% | +22.9% | -8.5% | +6.8% |
| 3Y | +128.6% | +98.6% | +29.9% | +87.0% |
| All | +190.0% | +180.1% | +9.9% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling