+71.8%
NVTS vs MAGS
+188.2%
-116.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +8.4% |
| 7D | +2.7% | +0.5% | +2.2% | +1.6% |
| 30D | -4.5% | +1.5% | -5.9% | -7.0% |
| 3M | -61.5% | +0.5% | -62.0% | -61.4% |
| 6M | +28.0% | +11.6% | +16.4% | +11.6% |
| YTD | +65.3% | +5.3% | +60.0% | +57.6% |
| 1Y | +113.0% | +14.9% | +98.1% | +84.6% |
| 3Y | +34.7% | +128.9% | -94.2% | -44.6% |
| All | +71.8% | +188.2% | -116.4% | -39.3% |
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