-24.4%
STRL vs MAGS
+4.9%
-29.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +11.9% |
| 7D | -13.3% | +1.3% | -14.7% | -14.6% |
| 30D | -43.3% | -6.3% | -37.0% | -37.8% |
| 3M | -46.9% | -0.1% | -46.8% | -46.4% |
| 6M | -65.6% | -0.8% | -64.8% | -64.3% |
| YTD | -5.1% | +4.7% | -9.8% | -7.3% |
| All | -24.4% | +4.9% | -29.3% | -23.9% |
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