-17.9%
UNH vs MAGS
+186.6%
-204.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.9% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | -0.8% | +3.8% | -4.7% | -0.9% |
| 6M | +41.8% | +13.2% | +28.6% | +41.3% |
| YTD | +23.1% | +4.7% | +18.4% | +22.7% |
| 1Y | +28.5% | +14.4% | +14.1% | +28.1% |
| 3Y | -11.8% | +128.6% | -140.3% | -11.8% |
| All | -17.9% | +186.6% | -204.6% | -21.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling