+188.2%
MAGS vs STZ
-29.5%
+217.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | -5.8% | +15.2% | -21.0% | -6.8% |
| 3M | +0.2% | +7.6% | -7.4% | -0.3% |
| 6M | -2.7% | +5.3% | -7.9% | -3.1% |
| YTD | +4.1% | +8.6% | -4.5% | +2.4% |
| 1Y | +7.5% | +15.6% | -8.1% | +4.7% |
| 3Y | +122.0% | -35.2% | +157.2% | +130.6% |
| All | +188.2% | -29.5% | +217.8% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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