+65.7%
NXPI vs MAGS
+185.8%
-120.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +9.4% | +3.0% | +6.3% | +6.9% |
| 30D | +18.1% | -7.3% | +25.4% | +25.3% |
| 3M | +15.0% | +1.7% | +13.3% | +13.4% |
| 6M | -8.4% | -0.4% | -8.1% | -8.6% |
| YTD | +24.8% | +4.4% | +20.4% | +19.3% |
| 1Y | +33.3% | +5.1% | +28.2% | +26.7% |
| 3Y | +51.0% | +122.6% | -71.6% | -18.6% |
| All | +65.7% | +185.8% | -120.1% | -14.3% |
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