+187.8%
MAGS vs STT
+146.3%
+41.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | -7.1% | -1.9% | -5.2% | -6.4% |
| 3M | -0.7% | -7.6% | +6.9% | +2.2% |
| 6M | -1.5% | +16.0% | -17.5% | -7.4% |
| YTD | +3.9% | +36.2% | -32.3% | -8.7% |
| 1Y | +3.1% | +46.8% | -43.7% | -12.2% |
| 3Y | +121.6% | +177.8% | -56.2% | +54.7% |
| All | +187.8% | +146.3% | +41.5% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling