+138.0%
MAGS vs NVDX
+774.9%
-636.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | -1.8% | -8.6% | +6.9% | 0.0% |
| 30D | +1.1% | -1.4% | +2.5% | +0.7% |
| 3M | +7.7% | +10.6% | -2.9% | +3.9% |
| 6M | +11.7% | +20.2% | -8.4% | +4.5% |
| YTD | +4.9% | +11.8% | -6.9% | -1.3% |
| 1Y | +14.3% | +12.9% | +1.4% | +6.0% |
| All | +138.0% | +774.9% | -636.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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