+172.0%
UAL vs MAGS
+184.5%
-12.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | +12.5% | -0.3% | +12.7% | +12.9% |
| 30D | +12.2% | -7.1% | +19.3% | +19.2% |
| 3M | -2.6% | -0.7% | -1.9% | -1.9% |
| 6M | +21.1% | -1.5% | +22.6% | +22.6% |
| YTD | +7.8% | +3.9% | +3.9% | +4.4% |
| 1Y | +25.4% | +3.1% | +22.3% | +22.1% |
| 3Y | +217.3% | +121.6% | +95.7% | +94.2% |
| All | +172.0% | +184.5% | -12.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling