+98.3%
STM vs MAGS
+5.6%
+92.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +12.0% | +1.7% | +10.3% | +9.9% |
| 30D | -0.4% | -5.8% | +5.4% | +7.6% |
| 3M | -13.2% | +0.2% | -13.4% | -12.8% |
| 6M | -26.1% | -2.7% | -23.4% | -22.4% |
| YTD | +81.2% | +4.1% | +77.1% | +69.9% |
| 1Y | +98.3% | +7.5% | +90.8% | +80.5% |
| All | +98.3% | +5.6% | +92.7% | +80.5% |
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