+69.4%
USAR vs MAGS
+128.6%
-59.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -10.4% | +0.4% | -10.8% | -10.5% |
| 3M | -18.4% | +5.6% | -23.9% | -19.4% |
| 6M | -8.8% | +12.3% | -21.1% | -10.4% |
| YTD | +43.4% | +5.1% | +38.3% | +40.8% |
| 1Y | +21.0% | +14.0% | +7.0% | +19.2% |
| 3Y | +67.7% | +129.4% | -61.6% | +72.9% |
| All | +69.4% | +128.6% | -59.2% | +74.6% |
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