+72.7%
NSC vs MAGS
+188.2%
-115.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -3.2% | +1.5% | -4.7% | -3.5% |
| 3M | +7.7% | +0.5% | +7.2% | +7.4% |
| 6M | +4.5% | +11.6% | -7.1% | +1.5% |
| YTD | +15.6% | +5.3% | +10.3% | +13.7% |
| 1Y | +19.8% | +14.9% | +5.0% | +15.1% |
| 3Y | +70.1% | +128.9% | -58.8% | +39.6% |
| All | +72.7% | +188.2% | -115.5% | +41.2% |
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 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