+190.0%
MAGS vs STZ
-41.9%
+231.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | 0.0% |
| 7D | +1.2% | -7.4% | +8.6% | +1.9% |
| 30D | -0.1% | -10.9% | +10.8% | +0.9% |
| 3M | +3.8% | -13.4% | +17.2% | +5.0% |
| 6M | +13.2% | -16.2% | +29.4% | +14.7% |
| YTD | +4.7% | -10.4% | +15.2% | +4.6% |
| 1Y | +14.4% | -14.8% | +29.2% | +15.0% |
| 3Y | +128.6% | -50.1% | +178.7% | +145.7% |
| All | +190.0% | -41.9% | +231.9% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling