+91.3%
NVTS vs MAGS
+15.0%
+76.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +2.3% |
| 7D | -1.4% | +0.6% | -2.1% | -2.7% |
| 30D | -16.5% | +3.2% | -19.7% | -22.4% |
| 3M | -47.6% | +7.7% | -55.3% | -55.6% |
| 6M | +7.3% | +12.5% | -5.2% | -15.1% |
| YTD | +62.9% | +6.0% | +56.9% | +49.0% |
| 1Y | +91.3% | +14.4% | +76.9% | +61.9% |
| All | +91.3% | +15.0% | +76.3% | +61.9% |
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