+14.0%
MAGS vs STT
+76.7%
-62.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | +0.4% | +2.8% | -2.4% | -0.6% |
| 3M | +5.6% | +18.1% | -12.6% | -0.5% |
| 6M | +12.3% | +59.2% | -46.9% | -5.7% |
| YTD | +5.1% | +51.5% | -46.4% | -10.7% |
| 1Y | +14.0% | +75.7% | -61.7% | -6.9% |
| All | +14.0% | +76.7% | -62.7% | -6.9% |
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