+501.3%
NVDA vs MAGS
+184.9%
+316.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.6% |
| 7D | -12.7% | +1.7% | -14.4% | -14.7% |
| 30D | -26.4% | -5.8% | -20.6% | -20.6% |
| 3M | -27.6% | +0.2% | -27.9% | -28.0% |
| 6M | -27.7% | -2.7% | -25.1% | -25.7% |
| YTD | -12.5% | +4.1% | -16.6% | -17.4% |
| 1Y | -12.6% | +7.5% | -20.2% | -21.0% |
| 3Y | +235.9% | +122.0% | +113.9% | +18.2% |
| All | +501.3% | +184.9% | +316.4% | +74.1% |
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