+193.4%
MAGS vs NLY
+79.3%
+114.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +0.6% | -4.0% | +4.6% | +2.5% |
| 30D | +3.2% | -5.2% | +8.5% | +5.7% |
| 3M | +7.7% | +2.8% | +4.8% | +6.2% |
| 6M | +12.5% | +4.2% | +8.3% | +10.1% |
| YTD | +6.0% | +4.7% | +1.3% | +3.3% |
| 1Y | +14.4% | +12.7% | +1.6% | +7.5% |
| 3Y | +127.5% | +62.5% | +65.0% | +83.1% |
| All | +193.4% | +79.3% | +114.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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