+190.0%
MAGS vs STLD
+121.3%
+68.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.8% |
| 7D | +1.3% | -9.7% | +11.0% | +4.0% |
| 30D | -6.3% | -4.5% | -1.8% | -5.3% |
| 3M | -0.1% | -13.1% | +13.0% | +3.2% |
| 6M | -0.8% | -2.8% | +2.0% | -1.3% |
| YTD | +4.7% | +35.3% | -30.6% | -6.5% |
| 1Y | +6.8% | +51.4% | -44.6% | -8.1% |
| 3Y | +128.9% | +117.9% | +11.0% | +75.6% |
| All | +190.0% | +121.3% | +68.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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