+145.1%
NEM vs MAGS
+184.9%
-39.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.8% |
| 30D | +1.4% | -5.8% | +7.2% | +2.9% |
| 3M | -0.7% | +0.2% | -1.0% | -0.7% |
| 6M | -4.5% | -2.7% | -1.8% | -3.9% |
| YTD | +14.0% | +4.1% | +9.9% | +12.9% |
| 1Y | +27.3% | +7.5% | +19.8% | +25.5% |
| 3Y | +250.5% | +122.0% | +128.5% | +208.2% |
| All | +145.1% | +184.9% | -39.9% | +107.1% |
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 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