+222.8%
UMC vs MAGS
+187.1%
+35.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +11.4% | -1.8% | +13.2% | +12.4% |
| 30D | +16.8% | +1.1% | +15.7% | +15.9% |
| 3M | +19.1% | +7.7% | +11.4% | +14.0% |
| 6M | +137.4% | +11.7% | +125.7% | +123.5% |
| YTD | +186.4% | +4.9% | +181.5% | +177.8% |
| 1Y | +229.1% | +14.3% | +214.7% | +204.2% |
| 3Y | +257.9% | +128.9% | +129.0% | +111.2% |
| All | +222.8% | +187.1% | +35.7% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling