+208.7%
URI vs MAGS
+184.5%
+24.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -6.0% | -0.3% | -5.7% | -5.8% |
| 30D | +4.6% | -7.1% | +11.7% | +8.2% |
| 3M | -2.7% | -0.7% | -2.0% | -2.5% |
| 6M | +18.4% | -1.5% | +19.9% | +18.6% |
| YTD | +37.4% | +3.9% | +33.4% | +33.1% |
| 1Y | +30.4% | +3.1% | +27.3% | +26.9% |
| 3Y | +147.9% | +121.6% | +26.3% | +67.0% |
| All | +208.7% | +184.5% | +24.3% | +116.4% |
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