+228.7%
NU vs MAGS
+187.1%
+41.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -4.2% | -1.8% | -2.4% | -3.1% |
| 30D | +10.0% | +1.1% | +9.0% | +9.3% |
| 3M | +29.3% | +7.7% | +21.5% | +22.5% |
| 6M | +0.9% | +11.7% | -10.8% | -6.8% |
| YTD | -10.3% | +4.9% | -15.2% | -13.5% |
| 1Y | -3.2% | +14.3% | -17.5% | -11.8% |
| 3Y | +120.6% | +128.9% | -8.4% | +34.1% |
| All | +228.7% | +187.1% | +41.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling