+31.8%
USB vs MAGS
+1.4%
+30.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +5.8% | -8.4% | +14.2% | +8.0% |
| 3M | -6.0% | -1.5% | -4.4% | -5.9% |
| 6M | +7.8% | -1.4% | +9.1% | +7.9% |
| YTD | +14.6% | +2.4% | +12.2% | +11.0% |
| 1Y | +31.8% | +3.5% | +28.3% | +27.4% |
| All | +31.8% | +1.4% | +30.4% | +27.4% |
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