+215.2%
URI vs MAGS
+186.7%
+28.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +5.8% |
| 7D | -4.0% | +1.3% | -5.3% | -4.5% |
| 30D | +6.8% | -6.3% | +13.1% | +10.0% |
| 3M | -2.8% | -0.1% | -2.7% | -2.9% |
| 6M | +20.9% | -0.8% | +21.6% | +20.7% |
| YTD | +40.2% | +4.7% | +35.5% | +35.4% |
| 1Y | +34.1% | +6.8% | +27.3% | +28.1% |
| 3Y | +164.1% | +128.9% | +35.2% | +75.9% |
| All | +215.2% | +186.7% | +28.5% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling