+218.9%
URI vs MAGS
+185.8%
+33.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +9.3% | +3.0% | +6.3% | +7.9% |
| 30D | +7.6% | -7.3% | +14.9% | +11.4% |
| 3M | +1.0% | +1.7% | -0.7% | +0.1% |
| 6M | +19.8% | -0.4% | +20.2% | +19.4% |
| YTD | +41.9% | +4.4% | +37.5% | +37.2% |
| 1Y | +33.4% | +5.1% | +28.3% | +28.6% |
| 3Y | +156.0% | +122.6% | +33.4% | +72.1% |
| All | +218.9% | +185.8% | +33.1% | +123.1% |
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