-87.2%
MSTU vs MAGS
+5.9%
-93.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +3.0% |
| 7D | -4.8% | -1.4% | -3.5% | +0.7% |
| 30D | -29.6% | -4.4% | -25.2% | -16.1% |
| 3M | +69.4% | +1.9% | +67.5% | +70.4% |
| 6M | -62.2% | +4.9% | -67.2% | -63.9% |
| YTD | -61.1% | +6.5% | -67.6% | -62.5% |
| 1Y | -87.2% | +6.3% | -93.5% | -87.6% |
| All | -87.2% | +5.9% | -93.0% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling