+128.4%
UBER vs MAGS
+187.7%
-59.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -7.0% | +0.8% | -7.8% | -7.5% |
| 30D | -8.9% | +0.4% | -9.3% | -9.1% |
| 3M | +1.0% | +5.6% | -4.6% | -2.3% |
| 6M | -3.7% | +12.3% | -16.1% | -10.4% |
| YTD | -13.0% | +5.1% | -18.1% | -16.0% |
| 1Y | -25.5% | +14.0% | -39.5% | -31.4% |
| 3Y | +50.5% | +129.4% | -78.9% | -16.0% |
| All | +128.4% | +187.7% | -59.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling