+67.1%
NXPI vs MAGS
+185.9%
-118.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +1.7% | -2.0% | +3.7% | +3.4% |
| 30D | +19.7% | -6.9% | +26.6% | +26.5% |
| 3M | +14.5% | +0.7% | +13.9% | +13.8% |
| 6M | -11.2% | -0.8% | -10.4% | -11.1% |
| YTD | +25.8% | +4.4% | +21.4% | +20.3% |
| 1Y | +35.2% | +3.9% | +31.3% | +29.7% |
| 3Y | +52.3% | +122.7% | -70.5% | -18.0% |
| All | +67.1% | +185.9% | -118.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling