+1,392.4%
NVDL vs MAGS
+187.1%
+1,205.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.2% |
| 7D | -8.7% | -1.8% | -6.9% | -4.7% |
| 30D | -1.3% | +1.1% | -2.4% | -4.1% |
| 3M | +11.4% | +7.7% | +3.6% | -8.3% |
| 6M | +22.9% | +11.7% | +11.2% | -5.4% |
| YTD | +15.4% | +4.9% | +10.5% | +5.6% |
| 1Y | +18.8% | +14.3% | +4.4% | -11.0% |
| 3Y | +641.4% | +128.9% | +512.5% | +56.6% |
| All | +1,392.4% | +187.1% | +1,205.3% | +146.3% |
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 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