+133.4%
NXT vs MAGS
+187.1%
-53.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.6% | -1.8% | -0.8% | -1.6% |
| 30D | -22.4% | +1.1% | -23.5% | -22.9% |
| 3M | -27.3% | +7.7% | -35.1% | -30.4% |
| 6M | -28.5% | +11.7% | -40.2% | -32.3% |
| YTD | -6.6% | +4.9% | -11.5% | -8.8% |
| 1Y | +20.4% | +14.3% | +6.0% | +13.6% |
| 3Y | +90.9% | +128.9% | -38.0% | +17.6% |
| All | +133.4% | +187.1% | -53.7% | +28.3% |
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