+91.5%
USB vs MAGS
+125.8%
-34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +5.8% | -8.4% | +14.2% | +9.1% |
| 3M | -6.0% | -1.5% | -4.4% | -5.7% |
| 6M | +7.8% | -1.4% | +9.1% | +7.7% |
| YTD | +14.6% | +2.4% | +12.2% | +12.5% |
| 1Y | +31.8% | +3.5% | +28.3% | +28.7% |
| 3Y | +91.5% | +125.3% | -33.7% | +41.2% |
| All | +91.5% | +125.8% | -34.3% | +41.2% |
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 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