+1,276.3%
STX vs MAGS
+188.2%
+1,088.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +7.3% |
| 7D | +2.4% | +0.5% | +1.8% | +1.9% |
| 30D | +1.4% | +1.5% | -0.1% | +0.1% |
| 3M | -8.2% | +0.5% | -8.7% | -8.9% |
| 6M | +127.0% | +11.6% | +115.4% | +109.8% |
| YTD | +209.1% | +5.3% | +203.9% | +196.5% |
| 1Y | +365.4% | +14.9% | +350.5% | +325.0% |
| 3Y | +1,135.4% | +128.9% | +1,006.5% | +672.2% |
| All | +1,276.3% | +188.2% | +1,088.2% | +685.5% |
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