+208.7%
NRG vs MAGS
+128.4%
+80.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.9% |
| 7D | -4.7% | +0.6% | -5.3% | -5.1% |
| 30D | -6.0% | +3.2% | -9.2% | -8.1% |
| 3M | -8.0% | +7.7% | -15.6% | -13.3% |
| 6M | -23.2% | +12.5% | -35.6% | -30.1% |
| YTD | -28.1% | +6.0% | -34.0% | -31.7% |
| 1Y | -27.3% | +14.4% | -41.6% | -34.7% |
| 3Y | +208.7% | +127.5% | +81.1% | +95.9% |
| All | +208.7% | +128.4% | +80.3% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling