+74.0%
NSC vs MAGS
+185.9%
-111.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.5% | -2.0% | -1.6% | -3.2% |
| 30D | +3.9% | -6.9% | +10.8% | +5.3% |
| 3M | -0.8% | +0.7% | -1.4% | -1.1% |
| 6M | +7.1% | -0.8% | +7.9% | +6.9% |
| YTD | +16.4% | +4.4% | +12.0% | +14.6% |
| 1Y | +16.9% | +3.9% | +13.0% | +15.1% |
| 3Y | +78.4% | +122.7% | -44.3% | +47.2% |
| All | +74.0% | +185.9% | -111.9% | +42.3% |
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