+130.3%
UBER vs MAGS
+190.0%
-59.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.8% |
| 7D | -5.4% | +0.6% | -6.0% | -5.8% |
| 30D | -4.9% | +3.2% | -8.1% | -6.7% |
| 3M | +3.0% | +7.7% | -4.6% | -1.5% |
| 6M | -4.4% | +12.5% | -16.9% | -11.1% |
| YTD | -12.3% | +6.0% | -18.2% | -15.7% |
| 1Y | -24.3% | +14.4% | -38.7% | -30.4% |
| 3Y | +46.4% | +127.5% | -81.1% | -18.0% |
| All | +130.3% | +190.0% | -59.7% | +23.9% |
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