+190.0%
MAGS vs NIO
-58.8%
+248.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.2% | -6.7% | +7.9% | +1.9% |
| 30D | -0.1% | -20.0% | +19.9% | +2.1% |
| 3M | +3.8% | -30.5% | +34.3% | +7.5% |
| 6M | +13.2% | -20.7% | +34.0% | +15.3% |
| YTD | +4.7% | -25.7% | +30.4% | +7.0% |
| 1Y | +14.4% | -38.6% | +53.0% | +18.7% |
| 3Y | +128.6% | -62.3% | +190.8% | +133.5% |
| All | +190.0% | -58.8% | +248.7% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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