+168.5%
NXT vs MAGS
+185.8%
-17.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -6.0% | +3.0% | -9.0% | -7.7% |
| 30D | +5.4% | -7.3% | +12.8% | +10.7% |
| 3M | -9.7% | +1.7% | -11.4% | -10.0% |
| 6M | -25.3% | -0.4% | -25.0% | -24.5% |
| YTD | +7.5% | +4.4% | +3.1% | +5.8% |
| 1Y | -3.0% | +5.1% | -8.1% | -4.7% |
| 3Y | +171.4% | +122.6% | +48.8% | +70.2% |
| All | +168.5% | +185.8% | -17.3% | +48.9% |
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