+16.6%
NOC vs MAGS
+188.2%
-171.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.6% |
| 7D | -5.2% | +0.5% | -5.7% | -5.1% |
| 30D | -7.2% | +1.5% | -8.7% | -7.1% |
| 3M | -5.1% | +0.5% | -5.6% | -5.1% |
| 6M | -31.1% | +11.6% | -42.7% | -30.6% |
| YTD | -8.6% | +5.3% | -13.9% | -8.3% |
| 1Y | -9.7% | +14.9% | -24.6% | -8.9% |
| 3Y | +24.3% | +128.9% | -104.6% | +28.2% |
| All | +16.6% | +188.2% | -171.6% | +14.9% |
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 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