-45.1%
USAR vs MAGS
+5.6%
-50.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -3.2% |
| 30D | -20.9% | -5.8% | -15.2% | -12.4% |
| 3M | -56.2% | +0.2% | -56.4% | -55.9% |
| 6M | -67.9% | -2.7% | -65.2% | -65.4% |
| YTD | -31.4% | +4.1% | -35.5% | -36.0% |
| 1Y | -45.1% | +7.5% | -52.6% | -50.4% |
| All | -45.1% | +5.6% | -50.6% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling