+64.3%
NXPI vs MAGS
+184.9%
-120.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +6.8% | +1.7% | +5.1% | +5.4% |
| 30D | +20.0% | -5.8% | +25.8% | +25.7% |
| 3M | +14.8% | +0.2% | +14.6% | +14.4% |
| 6M | -10.5% | -2.7% | -7.8% | -8.9% |
| YTD | +23.7% | +4.1% | +19.6% | +18.6% |
| 1Y | +34.1% | +7.5% | +26.6% | +25.1% |
| 3Y | +51.2% | +122.0% | -70.8% | -18.3% |
| All | +64.3% | +184.9% | -120.6% | -14.8% |
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