+92.5%
USB vs MAGS
+123.5%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.3% |
| 7D | -1.5% | -4.1% | +2.6% | 0.0% |
| 30D | +4.3% | -9.5% | +13.8% | +8.0% |
| 3M | -6.1% | -2.3% | -3.8% | -5.6% |
| 6M | +9.4% | -0.4% | +9.8% | +8.9% |
| YTD | +15.2% | +1.3% | +13.8% | +13.5% |
| 1Y | +32.8% | +0.4% | +32.4% | +31.2% |
| All | +92.5% | +123.5% | -31.0% | +42.4% |
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 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