+120.5%
URI vs MAGS
+128.5%
-7.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -12.9% | +1.5% | -14.4% | -13.7% |
| 3M | -6.7% | +0.5% | -7.2% | -7.4% |
| 6M | +19.0% | +11.6% | +7.4% | +10.8% |
| YTD | +25.5% | +5.3% | +20.3% | +20.7% |
| 1Y | +5.5% | +14.9% | -9.3% | -4.1% |
| All | +120.5% | +128.5% | -7.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling