+191.0%
MAGS vs NTRA
+540.8%
-349.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +0.4% | +3.8% | -3.4% | -0.4% |
| 3M | +5.6% | +48.2% | -42.7% | -3.2% |
| 6M | +12.3% | +61.0% | -48.6% | +0.3% |
| YTD | +5.1% | +44.2% | -39.1% | -4.3% |
| 1Y | +14.0% | +87.3% | -73.3% | -2.3% |
| 3Y | +129.4% | +509.4% | -380.0% | +70.8% |
| All | +191.0% | +540.8% | -349.7% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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