+0.4%
UAL vs MAGS
+13.9%
-13.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | +3.5% | +1.2% | +2.2% | +2.3% |
| 30D | -16.5% | -0.1% | -16.4% | -16.5% |
| 3M | +2.8% | +3.8% | -1.0% | -0.4% |
| 6M | +17.6% | +13.2% | +4.3% | +4.1% |
| YTD | -3.2% | +4.7% | -7.9% | -9.7% |
| 1Y | +0.4% | +14.4% | -13.9% | -5.7% |
| All | +0.4% | +13.9% | -13.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling