+136.3%
NXT vs MAGS
+187.7%
-51.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -0.2% | +0.8% | -1.0% | -0.7% |
| 30D | -20.0% | +0.4% | -20.4% | -20.2% |
| 3M | -30.9% | +5.6% | -36.5% | -33.0% |
| 6M | -23.8% | +12.3% | -36.1% | -28.2% |
| YTD | -5.4% | +5.1% | -10.5% | -7.8% |
| 1Y | +28.0% | +14.0% | +14.1% | +21.0% |
| 3Y | +93.3% | +129.4% | -36.1% | +18.9% |
| All | +136.3% | +187.7% | -51.4% | +29.7% |
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