+15.7%
UL vs MAGS
+187.1%
-171.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -4.1% |
| 30D | -1.2% | +1.1% | -2.3% | -1.2% |
| 3M | +6.0% | +7.7% | -1.7% | +6.1% |
| 6M | -5.5% | +11.7% | -17.2% | -5.3% |
| YTD | -3.3% | +4.9% | -8.2% | -3.2% |
| 1Y | -9.8% | +14.3% | -24.1% | -9.6% |
| 3Y | +20.1% | +128.9% | -108.8% | +13.3% |
| All | +15.7% | +187.1% | -171.4% | +4.3% |
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