+1,319.0%
STRL vs MAGS
+186.6%
+1,132.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.7% |
| 7D | +10.1% | +1.2% | +8.9% | +8.7% |
| 30D | -8.2% | -0.1% | -8.1% | -8.4% |
| 3M | -43.7% | +3.8% | -47.5% | -46.0% |
| 6M | +27.1% | +13.2% | +13.9% | +13.3% |
| YTD | +64.0% | +4.7% | +59.3% | +56.8% |
| 1Y | +75.2% | +14.4% | +60.8% | +57.3% |
| 3Y | +539.9% | +128.6% | +411.4% | +295.4% |
| All | +1,319.0% | +186.6% | +1,132.4% | +764.8% |
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