+191.0%
MAGS vs STT
+173.9%
+17.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | +0.4% | +2.8% | -2.4% | -0.7% |
| 3M | +5.6% | +18.1% | -12.6% | -1.2% |
| 6M | +12.3% | +59.2% | -46.9% | -6.8% |
| YTD | +5.1% | +51.5% | -46.4% | -11.3% |
| 1Y | +14.0% | +75.7% | -61.7% | -9.5% |
| 3Y | +129.4% | +200.8% | -71.4% | +54.3% |
| All | +191.0% | +173.9% | +17.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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