+89.4%
STM vs MAGS
+4.9%
+84.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.4% | +3.9% |
| 7D | -5.6% | +1.3% | -6.9% | -6.6% |
| 30D | -14.4% | -6.3% | -8.1% | -7.0% |
| 3M | -20.5% | -0.1% | -20.4% | -19.8% |
| 6M | -24.5% | -0.8% | -23.7% | -22.5% |
| YTD | +72.7% | +4.7% | +67.9% | +60.6% |
| All | +89.4% | +4.9% | +84.5% | +77.6% |
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