+1,297.5%
STX vs MAGS
+187.1%
+1,110.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +8.0% | -1.8% | +9.8% | +9.2% |
| 30D | +5.1% | +1.1% | +4.0% | +4.1% |
| 3M | +5.8% | +7.7% | -2.0% | -0.2% |
| 6M | +124.9% | +11.7% | +113.2% | +107.5% |
| YTD | +213.9% | +4.9% | +209.0% | +201.7% |
| 1Y | +350.4% | +14.3% | +336.1% | +312.5% |
| 3Y | +1,314.2% | +128.9% | +1,185.3% | +784.7% |
| All | +1,297.5% | +187.1% | +1,110.4% | +699.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling