+115.0%
UMC vs MAGS
+5.9%
+109.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -3.7% |
| 7D | -14.7% | -1.4% | -13.3% | -13.8% |
| 30D | -32.9% | -4.4% | -28.5% | -30.6% |
| 3M | -22.2% | +1.9% | -24.1% | -22.8% |
| 6M | +25.9% | +4.9% | +21.0% | +23.1% |
| YTD | +107.9% | +6.5% | +101.4% | +97.7% |
| 1Y | +115.0% | +6.3% | +108.7% | +104.8% |
| All | +115.0% | +5.9% | +109.2% | +104.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling