+1,335.7%
STX vs MAGS
+187.7%
+1,148.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | +9.6% | +0.8% | +8.8% | +8.8% |
| 30D | +10.6% | +0.4% | +10.2% | +10.0% |
| 3M | +4.8% | +5.6% | -0.8% | +0.3% |
| 6M | +137.3% | +12.3% | +124.9% | +118.1% |
| YTD | +222.5% | +5.1% | +217.4% | +209.6% |
| 1Y | +366.2% | +14.0% | +352.3% | +327.7% |
| 3Y | +1,352.9% | +129.4% | +1,223.5% | +807.6% |
| All | +1,335.7% | +187.7% | +1,148.1% | +720.1% |
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