+136.5%
MAGS vs NVD
-99.2%
+235.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | +0.3% |
| 7D | +1.2% | -7.7% | +8.9% | -0.3% |
| 30D | -0.1% | -5.8% | +5.7% | -0.7% |
| 3M | +3.8% | -23.2% | +27.0% | +0.1% |
| 6M | +13.2% | -49.7% | +63.0% | +1.8% |
| YTD | +4.7% | -47.7% | +52.4% | -4.0% |
| 1Y | +14.4% | -61.3% | +75.7% | +0.4% |
| 3Y | +128.6% | -99.2% | +227.7% | +4.6% |
| All | +136.5% | -99.2% | +235.7% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling