-25.9%
STRL vs MAGS
+5.9%
-31.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.2% | -23.7% | -24.2% |
| 7D | -27.1% | -1.4% | -25.7% | -26.0% |
| 30D | -45.8% | -4.4% | -41.4% | -42.5% |
| 3M | -47.6% | +1.9% | -49.5% | -48.9% |
| 6M | -46.4% | +4.9% | -51.4% | -49.3% |
| YTD | -7.4% | +6.5% | -13.9% | -12.7% |
| 1Y | -25.9% | +6.3% | -32.2% | -29.1% |
| All | -25.9% | +5.9% | -31.7% | -29.1% |
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