+299.8%
NVT vs MAGS
+190.0%
+109.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.9% |
| 7D | +4.1% | +0.6% | +3.4% | +3.6% |
| 30D | -5.1% | +3.2% | -8.3% | -7.6% |
| 3M | -1.2% | +7.7% | -8.8% | -7.2% |
| 6M | +46.6% | +12.5% | +34.1% | +33.0% |
| YTD | +60.0% | +6.0% | +54.0% | +51.9% |
| 1Y | +70.8% | +14.4% | +56.4% | +53.5% |
| 3Y | +187.5% | +127.5% | +60.0% | +66.5% |
| All | +299.8% | +190.0% | +109.8% | +108.1% |
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