+118.0%
NOK vs MAGS
+15.9%
+102.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.5% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | +4.7% | +1.5% | +3.2% | +3.6% |
| 3M | -39.7% | +0.5% | -40.1% | -39.7% |
| 6M | +23.1% | +11.6% | +11.5% | +15.8% |
| YTD | +55.0% | +5.3% | +49.7% | +50.4% |
| 1Y | +118.0% | +14.9% | +103.2% | +119.7% |
| All | +118.0% | +15.9% | +102.2% | +119.7% |
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