+136.9%
MAGS vs NVD
-99.1%
+236.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | +0.7% |
| 7D | -1.8% | +9.0% | -10.8% | 0.0% |
| 30D | +1.1% | -5.5% | +6.5% | +0.5% |
| 3M | +7.7% | -24.6% | +32.3% | +3.4% |
| 6M | +11.7% | -42.1% | +53.8% | +3.4% |
| YTD | +4.9% | -44.3% | +49.2% | -2.5% |
| 1Y | +14.3% | -54.2% | +68.5% | +4.0% |
| 3Y | +128.9% | -99.1% | +228.0% | +6.1% |
| All | +136.9% | -99.1% | +236.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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