+3.9%
MAGS vs STT
+48.7%
-44.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.9% | -0.4% | -6.4% | -6.8% |
| 3M | +0.7% | -6.5% | +7.1% | +2.6% |
| 6M | -0.8% | +17.2% | -18.0% | -6.4% |
| YTD | +4.4% | +38.2% | -33.8% | -8.2% |
| 1Y | +3.9% | +49.3% | -45.4% | -11.1% |
| All | +3.9% | +48.7% | -44.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling