-24.1%
NU vs MAGS
+5.9%
-30.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.0% | +1.5% |
| 7D | +0.2% | -1.4% | +1.5% | +1.2% |
| 30D | -21.0% | -4.4% | -16.6% | -18.2% |
| 3M | -16.3% | +1.9% | -18.2% | -17.4% |
| 6M | -15.3% | +4.9% | -20.3% | -18.4% |
| YTD | -28.4% | +6.5% | -34.9% | -33.3% |
| 1Y | -24.1% | +6.3% | -30.4% | -29.2% |
| All | -24.1% | +5.9% | -30.0% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling