We study the single-impurity Anderson model out of equilibrium under the influence of a bias voltage phi and a magnetic field B.We investigate the interplay between the shift (omega(B)) of the Kondo peak in the spin-resolved density of states (DOS) and the one (phi(B)) of the conductance anomaly. In agreement with experiments and previous theoretical calculations we find that, while the latter displays a rather linear behavior with an almost constant slope as a function of B down to the Kondo scale, the DOS shift first features a slower increase reaching the same behavior as phi(B) only for vertical bar g vertical bar mu B-B >> k(B)T(K). Our auxiliary master equation approach yields highly accurate nonequilibrium results for the DOS and for...