+1,119.4%
NBIS vs MAGS
+49.5%
+1,069.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +8.6% |
| 7D | +22.2% | +1.2% | +21.0% | +19.5% |
| 30D | +29.7% | -0.1% | +29.8% | +28.7% |
| 3M | +11.9% | +3.8% | +8.1% | +3.5% |
| 6M | +173.0% | +13.2% | +159.8% | +119.9% |
| YTD | +191.4% | +4.7% | +186.6% | +169.3% |
| 1Y | +280.7% | +14.4% | +266.3% | +206.1% |
| All | +1,119.4% | +49.5% | +1,069.9% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling