+20.5%
UL vs MAGS
+188.2%
-167.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.3% |
| 30D | +0.5% | +1.5% | -1.0% | +0.5% |
| 3M | +17.6% | +0.5% | +17.1% | +17.6% |
| 6M | -5.4% | +11.6% | -17.0% | -5.2% |
| YTD | +0.7% | +5.3% | -4.6% | +0.8% |
| 1Y | -9.3% | +14.9% | -24.1% | -9.1% |
| 3Y | +24.5% | +128.9% | -104.4% | +17.6% |
| All | +20.5% | +188.2% | -167.6% | +8.7% |
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