+190.0%
MAGS vs NVS
+59.6%
+130.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | -0.6% |
| 7D | +1.2% | -14.6% | +15.8% | +1.1% |
| 30D | -0.1% | -11.9% | +11.8% | -0.1% |
| 3M | +3.8% | -6.0% | +9.8% | +3.8% |
| 6M | +13.2% | -11.4% | +24.6% | +13.1% |
| YTD | +4.7% | +2.9% | +1.8% | +5.0% |
| 1Y | +14.4% | +10.2% | +4.1% | +15.0% |
| 3Y | +128.6% | +55.3% | +73.2% | +131.0% |
| All | +190.0% | +59.6% | +130.4% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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