+143.4%
UBER vs MAGS
+188.2%
-44.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.2% |
| 30D | +11.1% | +1.5% | +9.6% | +10.2% |
| 3M | +4.9% | +0.5% | +4.5% | +4.4% |
| 6M | -1.2% | +11.6% | -12.7% | -7.7% |
| YTD | -7.3% | +5.3% | -12.6% | -10.5% |
| 1Y | -17.6% | +14.9% | -32.5% | -24.5% |
| 3Y | +61.1% | +128.9% | -67.8% | -10.0% |
| All | +143.4% | +188.2% | -44.7% | +31.5% |
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 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