-29.4%
UPS vs MAGS
+184.9%
-214.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | +17.4% | -5.8% | +23.1% | +19.2% |
| 3M | +8.2% | +0.2% | +7.9% | +7.8% |
| 6M | +17.9% | -2.7% | +20.6% | +18.4% |
| YTD | +18.7% | +4.1% | +14.6% | +16.5% |
| 1Y | +24.8% | +7.5% | +17.3% | +21.2% |
| 3Y | -4.5% | +122.0% | -126.6% | -27.8% |
| All | -29.4% | +184.9% | -214.3% | -55.8% |
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