+64.5%
UNP vs MAGS
+184.9%
-120.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.2% | +1.7% | +2.6% | +4.0% |
| 30D | +5.6% | -5.8% | +11.4% | +6.4% |
| 3M | +2.0% | +0.2% | +1.8% | +1.8% |
| 6M | +15.4% | -2.7% | +18.1% | +15.6% |
| YTD | +32.7% | +4.1% | +28.6% | +31.1% |
| 1Y | +39.4% | +7.5% | +31.9% | +36.8% |
| 3Y | +54.3% | +122.0% | -67.7% | +34.0% |
| All | +64.5% | +184.9% | -120.4% | +38.3% |
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