+55.4%
UNP vs MAGS
+187.1%
-131.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -2.0% | +1.1% | -3.0% | -2.1% |
| 3M | +7.5% | +7.7% | -0.2% | +6.1% |
| 6M | +15.3% | +11.7% | +3.6% | +12.7% |
| YTD | +25.4% | +4.9% | +20.5% | +23.9% |
| 1Y | +35.6% | +14.3% | +21.3% | +31.6% |
| 3Y | +44.1% | +128.9% | -84.8% | +24.9% |
| All | +55.4% | +187.1% | -131.6% | +30.7% |
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 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