+16.8%
NOC vs MAGS
+187.7%
-170.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.5% |
| 30D | -10.4% | +0.4% | -10.8% | -10.3% |
| 3M | -5.6% | +5.6% | -11.2% | -5.3% |
| 6M | -30.4% | +12.3% | -42.7% | -29.9% |
| YTD | -8.5% | +5.1% | -13.6% | -8.2% |
| 1Y | -8.3% | +14.0% | -22.3% | -7.6% |
| 3Y | +28.2% | +129.4% | -101.2% | +32.2% |
| All | +16.8% | +187.7% | -170.9% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling