+73.6%
USAR vs MAGS
+125.7%
-52.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | -8.6% | -0.1% | -8.5% | -8.6% |
| 3M | -20.5% | +3.8% | -24.3% | -21.2% |
| 6M | +1.2% | +13.2% | -12.0% | -0.6% |
| YTD | +48.4% | +4.7% | +43.7% | +45.8% |
| 1Y | +30.6% | +14.4% | +16.2% | +28.8% |
| All | +73.6% | +125.7% | -52.1% | +79.3% |
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