+51.1%
NEM vs MAGS
+5.9%
+45.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.2% |
| 7D | +3.7% | -1.4% | +5.1% | +4.8% |
| 30D | +2.0% | -4.4% | +6.4% | +5.3% |
| 3M | +21.1% | +1.9% | +19.2% | +19.3% |
| 6M | +9.5% | +4.9% | +4.6% | +6.6% |
| YTD | +19.1% | +6.5% | +12.5% | +14.6% |
| 1Y | +51.1% | +6.3% | +44.8% | +46.4% |
| All | +51.1% | +5.9% | +45.2% | +46.4% |
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