+1,022.8%
NBIS vs MAGS
+51.3%
+971.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -3.2% |
| 7D | -0.8% | +0.6% | -1.5% | -1.9% |
| 30D | -13.4% | +3.2% | -16.6% | -18.1% |
| 3M | +1.0% | +7.7% | -6.6% | -12.1% |
| 6M | +100.5% | +12.5% | +88.0% | +63.2% |
| YTD | +168.3% | +6.0% | +162.3% | +143.2% |
| 1Y | +151.8% | +14.4% | +137.4% | +101.9% |
| All | +1,022.8% | +51.3% | +971.4% | +625.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling