+219.9%
NU vs MAGS
+190.0%
+29.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | +7.8% | +3.2% | +4.6% | +5.6% |
| 3M | +20.9% | +7.7% | +13.3% | +14.6% |
| 6M | +0.9% | +12.5% | -11.6% | -7.2% |
| YTD | -12.7% | +6.0% | -18.6% | -16.4% |
| 1Y | -6.4% | +14.4% | -20.8% | -14.8% |
| 3Y | +98.1% | +127.5% | -29.4% | +20.4% |
| All | +219.9% | +190.0% | +29.9% | +70.0% |
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