+80.5%
NUE vs MAGS
+186.6%
-106.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.8% | +1.2% | +0.5% | +1.3% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | +1.4% | +3.8% | -2.4% | -0.5% |
| 6M | +52.8% | +13.2% | +39.6% | +43.9% |
| YTD | +58.1% | +4.7% | +53.4% | +53.9% |
| 1Y | +80.4% | +14.4% | +66.0% | +68.4% |
| 3Y | +62.3% | +128.6% | -66.3% | +18.9% |
| All | +80.5% | +186.6% | -106.1% | +21.3% |
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 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