+194.9%
URI vs MAGS
+180.2%
+14.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -9.8% | -1.4% | -8.4% | -9.2% |
| 30D | +1.7% | -8.4% | +10.1% | +5.9% |
| 3M | -9.1% | -1.5% | -7.5% | -8.6% |
| 6M | +9.9% | -1.4% | +11.2% | +9.8% |
| YTD | +31.2% | +2.4% | +28.8% | +28.0% |
| 1Y | +25.9% | +3.5% | +22.4% | +22.1% |
| 3Y | +147.4% | +125.3% | +22.1% | +66.1% |
| All | +194.9% | +180.2% | +14.7% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling