+149.0%
NOK vs MAGS
+190.0%
-41.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.4% |
| 7D | +11.0% | +0.6% | +10.3% | +10.7% |
| 30D | +7.8% | +3.2% | +4.6% | +6.6% |
| 3M | -21.0% | +7.7% | -28.7% | -23.1% |
| 6M | +40.9% | +12.5% | +28.4% | +35.3% |
| YTD | +72.0% | +6.0% | +66.1% | +68.3% |
| 1Y | +140.9% | +14.4% | +126.5% | +130.3% |
| 3Y | +194.3% | +127.5% | +66.7% | +118.0% |
| All | +149.0% | +190.0% | -41.0% | +59.3% |
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