+1,274.7%
STRL vs MAGS
+188.2%
+1,086.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +7.1% |
| 7D | +3.4% | +0.5% | +2.9% | +2.7% |
| 30D | -9.2% | +1.5% | -10.7% | -10.8% |
| 3M | -51.0% | +0.5% | -51.5% | -51.4% |
| 6M | +15.8% | +11.6% | +4.2% | +4.6% |
| YTD | +58.9% | +5.3% | +53.6% | +51.2% |
| 1Y | +68.5% | +14.9% | +53.6% | +50.7% |
| 3Y | +485.2% | +128.9% | +356.3% | +260.0% |
| All | +1,274.7% | +188.2% | +1,086.5% | +733.7% |
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