+235.4%
NU vs MAGS
+186.6%
+48.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | +6.0% | +1.2% | +4.8% | +5.2% |
| 30D | +10.8% | -0.1% | +10.9% | +10.9% |
| 3M | +32.2% | +3.8% | +28.3% | +28.4% |
| 6M | +5.1% | +13.2% | -8.1% | -3.8% |
| YTD | -8.4% | +4.7% | -13.1% | -11.6% |
| 1Y | +0.7% | +14.4% | -13.7% | -8.3% |
| 3Y | +125.1% | +128.6% | -3.4% | +37.1% |
| All | +235.4% | +186.6% | +48.8% | +79.7% |
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