+17.5%
NOC vs MAGS
+190.0%
-172.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | +0.8% | +0.6% | +0.1% | +0.8% |
| 30D | -9.7% | +3.2% | -12.9% | -9.5% |
| 3M | -5.6% | +7.7% | -13.3% | -5.2% |
| 6M | -28.6% | +12.5% | -41.0% | -28.1% |
| YTD | -7.9% | +6.0% | -13.8% | -7.5% |
| 1Y | -9.5% | +14.4% | -23.9% | -8.7% |
| 3Y | +28.4% | +127.5% | -99.2% | +32.5% |
| All | +17.5% | +190.0% | -172.5% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling