+127.5%
MAGS vs NVMI
+207.9%
-80.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +3.2% | -8.4% | +11.6% | +5.3% |
| 3M | +7.7% | -33.6% | +41.2% | +18.4% |
| 6M | +12.5% | -14.7% | +27.1% | +13.1% |
| YTD | +6.0% | +13.2% | -7.3% | -3.6% |
| 1Y | +14.4% | +29.0% | -14.6% | -1.1% |
| 3Y | +127.5% | +215.0% | -87.5% | +36.9% |
| All | +127.5% | +207.9% | -80.3% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling