+190.4%
MAGS vs STLA
-63.2%
+253.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.8% | -3.8% | +2.1% | -0.9% |
| 30D | +1.1% | -3.1% | +4.2% | +1.7% |
| 3M | +7.7% | -19.6% | +27.4% | +13.1% |
| 6M | +11.7% | -23.5% | +35.2% | +18.4% |
| YTD | +4.9% | -51.5% | +56.4% | +22.9% |
| 1Y | +14.3% | -39.7% | +54.0% | +24.4% |
| 3Y | +128.9% | -66.3% | +195.2% | +172.0% |
| All | +190.4% | -63.2% | +253.6% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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