+30.0%
MGY vs NVS
+54.2%
-24.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | -14.3% | +17.8% | +4.3% |
| 30D | +5.3% | -10.0% | +15.2% | +5.6% |
| 3M | +2.6% | -10.9% | +13.5% | +3.0% |
| 6M | -3.3% | -12.0% | +8.7% | -2.7% |
| YTD | +29.2% | +2.5% | +26.7% | +26.0% |
| 1Y | +18.0% | +10.7% | +7.4% | +13.3% |
| 3Y | +30.0% | +53.3% | -23.3% | +15.4% |
| All | +30.0% | +54.2% | -24.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling