+127.5%
MAGS vs NTR
+36.8%
+90.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +3.2% | +16.8% | -13.6% | +2.1% |
| 3M | +7.7% | +20.7% | -13.1% | +6.1% |
| 6M | +12.5% | +0.5% | +11.9% | +12.4% |
| YTD | +6.0% | +29.2% | -23.2% | +2.2% |
| 1Y | +14.4% | +39.6% | -25.2% | +8.8% |
| 3Y | +127.5% | +37.9% | +89.7% | +111.8% |
| All | +127.5% | +36.8% | +90.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling