-22.4%
UNH vs MAGS
+190.0%
-212.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | -4.5% | +0.6% | -5.2% | -4.6% |
| 30D | -6.5% | +3.2% | -9.8% | -6.6% |
| 3M | -6.0% | +7.7% | -13.7% | -6.2% |
| 6M | +33.7% | +12.5% | +21.2% | +33.2% |
| YTD | +16.4% | +6.0% | +10.4% | +16.0% |
| 1Y | +10.1% | +14.4% | -4.3% | +9.7% |
| 3Y | -16.3% | +127.5% | -143.8% | -16.3% |
| All | -22.4% | +190.0% | -212.4% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling