-4.3%
STM vs MAGS
+185.8%
-190.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +16.3% | +3.0% | +13.3% | +13.3% |
| 30D | -6.3% | -7.3% | +1.0% | +1.1% |
| 3M | -14.1% | +1.7% | -15.8% | -15.0% |
| 6M | -19.6% | -0.4% | -19.2% | -18.3% |
| YTD | +80.1% | +4.4% | +75.7% | +75.6% |
| 1Y | +95.4% | +5.1% | +90.3% | +89.3% |
| 3Y | +14.7% | +122.6% | -107.9% | -35.8% |
| All | -4.3% | +185.8% | -190.1% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling