-35.7%
UPS vs MAGS
+188.2%
-223.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | -3.5% | +1.5% | -5.0% | -3.9% |
| 3M | -5.7% | +0.5% | -6.2% | -6.0% |
| 6M | -4.4% | +11.6% | -16.0% | -7.7% |
| YTD | +8.0% | +5.3% | +2.7% | +5.9% |
| 1Y | +29.0% | +14.9% | +14.1% | +23.0% |
| 3Y | -27.7% | +128.9% | -156.6% | -45.9% |
| All | -35.7% | +188.2% | -223.9% | -59.8% |
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 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