-88.4%
MSTU vs MAGS
+56.3%
-144.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.2% |
| 7D | -22.0% | -1.8% | -20.2% | -17.6% |
| 30D | +60.3% | +1.1% | +59.2% | +59.2% |
| 3M | -3.7% | +7.7% | -11.4% | -19.5% |
| 6M | -45.2% | +11.7% | -56.9% | -56.5% |
| YTD | -64.3% | +4.9% | -69.2% | -64.1% |
| 1Y | -94.0% | +14.3% | -108.4% | -95.2% |
| All | -88.4% | +56.3% | -144.7% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling