+191.5%
MAGS vs STZ
-38.5%
+230.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.5% | -1.9% | +2.5% | +0.7% |
| 30D | +1.5% | -1.9% | +3.4% | +1.6% |
| 3M | +0.5% | -6.2% | +6.7% | +0.9% |
| 6M | +11.6% | -14.0% | +25.6% | +12.8% |
| YTD | +5.3% | -5.1% | +10.4% | +4.7% |
| 1Y | +14.9% | -9.6% | +24.5% | +14.9% |
| 3Y | +128.9% | -47.2% | +176.1% | +144.9% |
| All | +191.5% | -38.5% | +230.0% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling