+128.6%
MAGS vs STZ
-50.3%
+178.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.1% |
| 7D | +1.2% | -7.4% | +8.6% | +1.8% |
| 30D | -0.1% | -10.9% | +10.8% | +0.8% |
| 3M | +3.8% | -13.4% | +17.2% | +4.9% |
| 6M | +13.2% | -16.2% | +29.4% | +14.5% |
| YTD | +4.7% | -10.4% | +15.2% | +4.5% |
| 1Y | +14.4% | -14.8% | +29.2% | +14.9% |
| 3Y | +128.6% | -50.1% | +178.7% | +139.6% |
| All | +128.6% | -50.3% | +178.9% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling