+231.1%
UMC vs MAGS
+187.7%
+43.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +13.6% | +0.8% | +12.8% | +13.0% |
| 30D | +20.8% | +0.4% | +20.4% | +20.3% |
| 3M | +16.1% | +5.6% | +10.6% | +12.5% |
| 6M | +137.3% | +12.3% | +125.0% | +122.7% |
| YTD | +193.8% | +5.1% | +188.7% | +184.7% |
| 1Y | +236.1% | +14.0% | +222.1% | +211.2% |
| 3Y | +267.1% | +129.4% | +137.7% | +116.4% |
| All | +231.1% | +187.7% | +43.4% | +66.3% |
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 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