-26.8%
UPS vs MAGS
+126.5%
-153.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | -3.7% | +0.4% | -4.1% | -3.9% |
| 3M | -6.6% | +5.6% | -12.1% | -8.1% |
| 6M | +2.6% | +12.3% | -9.8% | -1.1% |
| YTD | +4.8% | +5.1% | -0.3% | +2.8% |
| 1Y | +25.3% | +14.0% | +11.3% | +19.8% |
| All | -26.8% | +126.5% | -153.3% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling