+128.9%
MAGS vs STLA
-73.7%
+202.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +1.3% | -6.4% | +7.7% | +2.8% |
| 30D | -6.3% | -1.3% | -5.0% | -6.3% |
| 3M | -0.1% | -19.9% | +19.9% | +4.6% |
| 6M | -0.8% | -42.9% | +42.1% | +12.2% |
| YTD | +4.7% | -59.4% | +64.2% | +27.0% |
| 1Y | +6.8% | -56.8% | +63.6% | +26.7% |
| 3Y | +128.9% | -73.1% | +202.0% | +197.4% |
| All | +128.9% | -73.7% | +202.6% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling