+6.8%
STM vs MAGS
+186.6%
-179.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +5.2% | +1.2% | +4.0% | +4.0% |
| 30D | -7.4% | -0.1% | -7.3% | -7.4% |
| 3M | -30.6% | +3.8% | -34.5% | -32.6% |
| 6M | +66.4% | +13.2% | +53.1% | +50.2% |
| YTD | +101.1% | +4.7% | +96.4% | +94.2% |
| 1Y | +97.4% | +14.4% | +83.0% | +76.3% |
| 3Y | +21.1% | +128.6% | -107.4% | -33.4% |
| All | +6.8% | +186.6% | -179.8% | -42.6% |
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 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