+35.9%
UL vs MAGS
+122.1%
-86.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.1% | +1.7% | -0.6% | +1.2% |
| 30D | +4.5% | -5.8% | +10.3% | +4.3% |
| 3M | +6.5% | +0.2% | +6.2% | +6.4% |
| 6M | +18.2% | -2.7% | +20.8% | +18.0% |
| YTD | +4.7% | +4.1% | +0.6% | +4.9% |
| 1Y | +0.8% | +7.5% | -6.7% | +1.1% |
| 3Y | +35.9% | +122.0% | -86.2% | +36.3% |
| All | +35.9% | +122.1% | -86.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling