-10.8%
NVTS vs MAGS
+5.9%
-16.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +4.2% |
| 7D | -0.3% | -1.4% | +1.1% | +3.0% |
| 30D | -24.4% | -4.4% | -20.0% | -15.9% |
| 3M | -26.5% | +1.9% | -28.4% | -28.6% |
| 6M | -41.4% | +4.9% | -46.3% | -45.0% |
| YTD | +30.7% | +6.5% | +24.1% | +22.0% |
| 1Y | -10.8% | +6.3% | -17.1% | -14.2% |
| All | -10.8% | +5.9% | -16.7% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling