+7.4%
STM vs MAGS
+188.2%
-180.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +3.1% |
| 7D | +5.8% | +0.5% | +5.3% | +5.2% |
| 30D | -1.0% | +1.5% | -2.5% | -2.4% |
| 3M | -33.3% | +0.5% | -33.7% | -33.1% |
| 6M | +57.4% | +11.6% | +45.8% | +43.9% |
| YTD | +102.2% | +5.3% | +96.9% | +94.3% |
| 1Y | +99.6% | +14.9% | +84.7% | +77.6% |
| 3Y | +14.5% | +128.9% | -114.4% | -37.2% |
| All | +7.4% | +188.2% | -180.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling