+749.6%
NVDA vs MAGS
+188.2%
+561.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.6% |
| 7D | +5.9% | +0.5% | +5.4% | +5.1% |
| 30D | +5.1% | +1.5% | +3.6% | +3.0% |
| 3M | +5.4% | +0.5% | +4.9% | +4.2% |
| 6M | +26.0% | +11.6% | +14.4% | +8.5% |
| YTD | +23.7% | +5.3% | +18.4% | +15.2% |
| 1Y | +34.4% | +14.9% | +19.5% | +11.4% |
| 3Y | +375.8% | +128.9% | +246.9% | +62.0% |
| All | +749.6% | +188.2% | +561.4% | +142.9% |
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