+794.8%
STX vs MAGS
+185.9%
+608.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.6% |
| 7D | -1.0% | -2.0% | +1.0% | +1.0% |
| 30D | -26.8% | -6.9% | -19.9% | -22.6% |
| 3M | -32.7% | +0.7% | -33.4% | -32.7% |
| 6M | -33.7% | -0.8% | -33.0% | -33.3% |
| YTD | +101.0% | +4.4% | +96.6% | +95.2% |
| 1Y | +92.7% | +3.9% | +88.8% | +88.2% |
| 3Y | +708.7% | +122.7% | +586.0% | +418.9% |
| All | +794.8% | +185.9% | +608.9% | +417.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling