+193.4%
MAGS vs NTRS
+138.0%
+55.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | +0.6% | +1.4% | -0.7% | +0.1% |
| 30D | +3.2% | -0.7% | +3.9% | +3.4% |
| 3M | +7.7% | +11.3% | -3.6% | +3.3% |
| 6M | +12.5% | +35.5% | -23.1% | -0.2% |
| YTD | +6.0% | +40.6% | -34.6% | -7.5% |
| 1Y | +14.4% | +49.2% | -34.8% | -2.6% |
| 3Y | +127.5% | +167.2% | -39.7% | +59.6% |
| All | +193.4% | +138.0% | +55.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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