+183.5%
MAGS vs NIO
-63.1%
+246.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.4% |
| 7D | -1.4% | +5.6% | -7.0% | -1.9% |
| 30D | -8.4% | -4.2% | -4.1% | -8.0% |
| 3M | -1.5% | -26.3% | +24.8% | +1.3% |
| 6M | -1.4% | -42.5% | +41.2% | +3.8% |
| YTD | +2.4% | -33.5% | +35.9% | +5.7% |
| 1Y | +3.5% | -52.7% | +56.2% | +10.3% |
| 3Y | +125.3% | -57.5% | +182.7% | +129.5% |
| All | +183.5% | -63.1% | +246.6% | +192.8% |
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