+24.6%
NOC vs MAGS
+184.9%
-160.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.8% | +1.7% | +3.2% | +5.0% |
| 30D | +11.0% | -5.8% | +16.8% | +10.7% |
| 3M | -3.8% | +0.2% | -4.0% | -3.8% |
| 6M | +0.6% | -2.7% | +3.3% | +0.5% |
| YTD | -2.3% | +4.1% | -6.4% | -2.1% |
| 1Y | +0.3% | +7.5% | -7.3% | +0.7% |
| 3Y | +24.6% | +122.0% | -97.4% | +28.3% |
| All | +24.6% | +184.9% | -160.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling