+214.8%
URI vs MAGS
+184.9%
+29.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +8.9% | -5.8% | +14.6% | +11.9% |
| 3M | +0.5% | +0.2% | +0.3% | +0.3% |
| 6M | +20.7% | -2.7% | +23.3% | +21.7% |
| YTD | +40.0% | +4.1% | +35.9% | +35.7% |
| 1Y | +34.4% | +7.5% | +26.9% | +27.9% |
| 3Y | +149.5% | +122.0% | +27.4% | +67.9% |
| All | +214.8% | +184.9% | +29.8% | +120.5% |
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