+68.4%
NSC vs MAGS
+180.2%
-111.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -6.2% | -1.4% | -4.9% | -6.0% |
| 30D | +2.6% | -8.4% | +10.9% | +4.3% |
| 3M | -5.8% | -1.5% | -4.3% | -5.7% |
| 6M | +2.1% | -1.4% | +3.5% | +2.0% |
| YTD | +12.7% | +2.4% | +10.3% | +11.3% |
| 1Y | +15.9% | +3.5% | +12.4% | +14.1% |
| 3Y | +74.0% | +125.3% | -51.2% | +43.4% |
| All | +68.4% | +180.2% | -111.8% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling