+100.0%
USB vs MAGS
+185.9%
-85.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.5% | -2.0% | +1.4% | +0.2% |
| 30D | +5.7% | -6.9% | +12.6% | +8.4% |
| 3M | -4.7% | +0.7% | -5.4% | -5.2% |
| 6M | +13.4% | -0.8% | +14.2% | +13.2% |
| YTD | +17.0% | +4.4% | +12.6% | +14.1% |
| 1Y | +32.4% | +3.9% | +28.5% | +29.2% |
| 3Y | +101.7% | +122.7% | -21.0% | +45.5% |
| All | +100.0% | +185.9% | -85.9% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling