+154.4%
UAL vs MAGS
+180.2%
-25.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.2% |
| 7D | +8.2% | -1.4% | +9.5% | +9.5% |
| 30D | +2.3% | -8.4% | +10.7% | +9.9% |
| 3M | -12.7% | -1.5% | -11.2% | -11.6% |
| 6M | +12.7% | -1.4% | +14.1% | +13.8% |
| YTD | +0.8% | +2.4% | -1.6% | -1.2% |
| 1Y | +17.8% | +3.5% | +14.3% | +14.2% |
| 3Y | +206.7% | +125.3% | +81.4% | +87.0% |
| All | +154.4% | +180.2% | -25.9% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling