+191.5%
MAGS vs STLD
+134.8%
+56.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +0.5% | +3.1% | -2.6% | -0.3% |
| 30D | +1.5% | -9.0% | +10.5% | +3.8% |
| 3M | +0.5% | -12.4% | +12.8% | +3.5% |
| 6M | +11.6% | +25.5% | -13.9% | +2.9% |
| YTD | +5.3% | +43.6% | -38.3% | -7.3% |
| 1Y | +14.9% | +87.2% | -72.3% | -7.3% |
| 3Y | +128.9% | +135.2% | -6.3% | +72.7% |
| All | +191.5% | +134.8% | +56.7% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling