+3.1%
MAGS vs STLA
-59.1%
+62.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -0.3% | -4.9% | +4.6% | +0.4% |
| 30D | -7.1% | -4.9% | -2.2% | -6.5% |
| 3M | -0.7% | -23.7% | +22.9% | +2.7% |
| 6M | -1.5% | -45.0% | +43.4% | +6.0% |
| YTD | +3.9% | -60.9% | +64.8% | +13.3% |
| 1Y | +3.1% | -58.9% | +62.0% | +10.8% |
| All | +3.1% | -59.1% | +62.2% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling