+14.9%
MAGS vs NVMI
+53.9%
-39.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.3% |
| 7D | +0.5% | +6.6% | -6.1% | -0.5% |
| 30D | +1.5% | -7.5% | +9.0% | +2.6% |
| 3M | +0.5% | -28.5% | +29.0% | +5.1% |
| 6M | +11.6% | -15.7% | +27.3% | +11.4% |
| YTD | +5.3% | +13.3% | -8.0% | -3.2% |
| 1Y | +14.9% | +48.3% | -33.4% | +0.6% |
| All | +14.9% | +53.9% | -39.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling