+720.9%
STX vs MAGS
+186.7%
+534.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +8.2% |
| 7D | -14.8% | +1.3% | -16.1% | -15.1% |
| 30D | -35.4% | -6.3% | -29.0% | -31.9% |
| 3M | -37.7% | -0.1% | -37.6% | -37.4% |
| 6M | -35.2% | -0.8% | -34.5% | -34.8% |
| YTD | +84.4% | +4.7% | +79.6% | +78.6% |
| 1Y | +82.3% | +6.8% | +75.5% | +75.0% |
| 3Y | +646.2% | +128.9% | +517.3% | +372.1% |
| All | +720.9% | +186.7% | +534.2% | +373.2% |
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