+100.5%
NXT vs MAGS
+128.8%
-28.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.4% |
| 7D | +2.9% | +1.2% | +1.6% | +2.1% |
| 30D | -17.2% | -0.1% | -17.1% | -17.2% |
| 3M | -32.0% | +3.8% | -35.8% | -33.4% |
| 6M | -15.8% | +13.2% | -29.0% | -20.8% |
| YTD | -1.9% | +4.7% | -6.6% | -4.2% |
| 1Y | +22.5% | +14.4% | +8.1% | +15.7% |
| 3Y | +100.5% | +128.6% | -28.0% | +22.4% |
| All | +100.5% | +128.8% | -28.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling