+210.4%
MGY vs NVS
+152.1%
+58.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -14.3% | +17.8% | +8.4% |
| 30D | +5.3% | -10.0% | +15.2% | +8.1% |
| 3M | +2.6% | -10.9% | +13.5% | +5.6% |
| 6M | -3.3% | -12.0% | +8.7% | -0.6% |
| YTD | +29.2% | +2.5% | +26.7% | +24.3% |
| 1Y | +18.0% | +10.7% | +7.4% | +9.6% |
| 3Y | +30.0% | +53.3% | -23.3% | +2.2% |
| 5Y | +92.7% | +93.6% | -0.9% | +31.2% |
| All | +210.4% | +152.1% | +58.3% | +91.6% |
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