-67.8%
NKE vs MAGS
+190.0%
-257.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -8.2% | +3.2% | -11.4% | -9.3% |
| 3M | -19.1% | +7.7% | -26.8% | -21.4% |
| 6M | -32.6% | +12.5% | -45.1% | -35.6% |
| YTD | -40.7% | +6.0% | -46.7% | -42.2% |
| 1Y | -48.9% | +14.4% | -63.2% | -51.7% |
| 3Y | -59.2% | +127.5% | -186.8% | -69.3% |
| All | -67.8% | +190.0% | -257.8% | -77.9% |
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