-38.3%
NVO vs MAGS
+187.7%
-226.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | -5.4% | +0.4% | -5.9% | -5.6% |
| 3M | +7.0% | +5.6% | +1.4% | +4.4% |
| 6M | +17.6% | +12.3% | +5.3% | +12.0% |
| YTD | -8.0% | +5.1% | -13.1% | -10.0% |
| 1Y | -13.8% | +14.0% | -27.8% | -18.0% |
| 3Y | -50.3% | +129.4% | -179.6% | -63.0% |
| All | -38.3% | +187.7% | -226.0% | -57.1% |
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 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