+28.0%
NBIS vs MAGS
+5.9%
+22.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -10.2% |
| 7D | -22.4% | -1.4% | -21.0% | -20.5% |
| 30D | -39.1% | -4.4% | -34.8% | -34.0% |
| 3M | -37.3% | +1.9% | -39.2% | -38.7% |
| 6M | -19.8% | +4.9% | -24.7% | -24.9% |
| YTD | +69.1% | +6.5% | +62.5% | +54.5% |
| 1Y | +28.0% | +6.3% | +21.7% | +18.0% |
| All | +28.0% | +5.9% | +22.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling