+649.9%
NVDL vs MAGS
+128.4%
+521.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -2.7% |
| 7D | -10.3% | +0.6% | -11.0% | -11.8% |
| 30D | -7.1% | +3.2% | -10.3% | -14.2% |
| 3M | +6.6% | +7.7% | -1.1% | -12.6% |
| 6M | +21.1% | +12.5% | +8.6% | -9.1% |
| YTD | +15.2% | +6.0% | +9.3% | +2.3% |
| 1Y | +18.8% | +14.4% | +4.4% | -11.9% |
| 3Y | +649.9% | +127.5% | +522.4% | +41.3% |
| All | +649.9% | +128.4% | +521.5% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling