-9.7%
NOC vs MAGS
+15.9%
-25.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.2% |
| 30D | -7.2% | +1.5% | -8.7% | -7.1% |
| 3M | -5.1% | +0.5% | -5.6% | -5.2% |
| 6M | -31.1% | +11.6% | -42.7% | -31.1% |
| YTD | -8.6% | +5.3% | -13.9% | -8.8% |
| 1Y | -9.7% | +14.9% | -24.6% | -8.0% |
| All | -9.7% | +15.9% | -25.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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