+63.4%
NUE vs MAGS
+126.1%
-62.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | -6.1% | +1.1% | -7.1% | -6.5% |
| 3M | +2.2% | +7.7% | -5.5% | -1.5% |
| 6M | +50.8% | +11.7% | +39.1% | +42.5% |
| YTD | +57.5% | +4.9% | +52.7% | +53.1% |
| 1Y | +82.5% | +14.3% | +68.1% | +69.8% |
| All | +63.4% | +126.1% | -62.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling