+144.2%
UAL vs MAGS
+186.6%
-42.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | +3.5% | +1.2% | +2.2% | +2.4% |
| 30D | -16.5% | -0.1% | -16.4% | -16.4% |
| 3M | +2.8% | +3.8% | -1.0% | -0.7% |
| 6M | +17.6% | +13.2% | +4.3% | +6.0% |
| YTD | -3.2% | +4.7% | -7.9% | -7.0% |
| 1Y | +0.4% | +14.4% | -13.9% | -10.3% |
| 3Y | +128.2% | +128.6% | -0.4% | +37.4% |
| All | +144.2% | +186.6% | -42.4% | +30.5% |
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