+290.4%
NVT vs MAGS
+187.7%
+102.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.8% |
| 7D | +7.0% | +0.8% | +6.2% | +6.3% |
| 30D | -2.3% | +0.4% | -2.7% | -2.9% |
| 3M | -3.1% | +5.6% | -8.7% | -7.6% |
| 6M | +47.0% | +12.3% | +34.7% | +33.5% |
| YTD | +56.2% | +5.1% | +51.1% | +49.2% |
| 1Y | +74.5% | +14.0% | +60.6% | +57.2% |
| 3Y | +184.0% | +129.4% | +54.6% | +64.6% |
| All | +290.4% | +187.7% | +102.7% | +104.4% |
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