+69.3%
NVTS vs MAGS
+190.0%
-120.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +2.8% |
| 7D | -1.4% | +0.6% | -2.1% | -2.4% |
| 30D | -16.5% | +3.2% | -19.7% | -20.7% |
| 3M | -47.6% | +7.7% | -55.3% | -53.2% |
| 6M | +7.3% | +12.5% | -5.2% | -7.8% |
| YTD | +62.9% | +6.0% | +56.9% | +53.9% |
| 1Y | +91.3% | +14.4% | +76.9% | +66.5% |
| 3Y | +43.4% | +127.5% | -84.1% | -40.7% |
| All | +69.3% | +190.0% | -120.8% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling