+46.0%
NXPI vs MAGS
+190.0%
-144.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.7% |
| 7D | +3.9% | +0.6% | +3.2% | +3.4% |
| 30D | +1.4% | +3.2% | -1.8% | -1.2% |
| 3M | -21.5% | +7.7% | -29.2% | -26.5% |
| 6M | +19.4% | +12.5% | +7.0% | +7.7% |
| YTD | +9.9% | +6.0% | +4.0% | +4.0% |
| 1Y | +7.9% | +14.4% | -6.5% | -4.5% |
| 3Y | +22.7% | +127.5% | -104.8% | -34.5% |
| All | +46.0% | +190.0% | -144.0% | -25.3% |
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 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