+100.8%
STM vs MAGS
+14.5%
+86.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | +1.7% | +0.8% | +0.8% | +0.6% |
| 30D | -5.2% | +0.4% | -5.6% | -5.7% |
| 3M | -29.6% | +5.6% | -35.2% | -33.2% |
| 6M | +54.4% | +12.3% | +42.0% | +36.4% |
| YTD | +99.5% | +5.1% | +94.4% | +85.8% |
| 1Y | +100.8% | +14.0% | +86.8% | +72.7% |
| All | +100.8% | +14.5% | +86.3% | +72.7% |
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