+183.7%
URI vs MAGS
+186.6%
-3.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +2.5% | +1.2% | +1.3% | +1.9% |
| 30D | -12.5% | -0.1% | -12.4% | -12.6% |
| 3M | -6.2% | +3.8% | -10.0% | -8.3% |
| 6M | +25.9% | +13.2% | +12.6% | +16.8% |
| YTD | +26.2% | +4.7% | +21.5% | +22.0% |
| 1Y | +5.5% | +14.4% | -8.9% | -3.3% |
| 3Y | +125.0% | +128.6% | -3.6% | +49.9% |
| All | +183.7% | +186.6% | -3.0% | +98.3% |
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 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