+43.0%
NVTS vs MAGS
+126.5%
-83.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.9% |
| 7D | +3.5% | +0.8% | +2.7% | +1.9% |
| 30D | -11.9% | +0.4% | -12.3% | -13.1% |
| 3M | -49.2% | +5.6% | -54.8% | -53.2% |
| 6M | +38.4% | +12.3% | +26.1% | +18.8% |
| YTD | +62.5% | +5.1% | +57.4% | +54.9% |
| 1Y | +101.4% | +14.0% | +87.4% | +75.8% |
| All | +43.0% | +126.5% | -83.5% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling