+63.5%
NI vs MAGS
+186.6%
-123.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -8.0% | +3.8% | -11.8% | -8.2% |
| 6M | -8.6% | +13.2% | -21.9% | -9.3% |
| YTD | +2.3% | +4.7% | -2.4% | +2.0% |
| 1Y | +6.9% | +14.4% | -7.4% | +6.1% |
| 3Y | +70.6% | +128.6% | -58.0% | +66.2% |
| All | +63.5% | +186.6% | -123.1% | +58.3% |
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 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