-2.2%
MA vs NVTS
+103.9%
-106.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.7% |
| 7D | -3.5% | +3.5% | -7.0% | -3.4% |
| 30D | +0.8% | -11.9% | +12.7% | +0.5% |
| 3M | +14.8% | -49.2% | +64.0% | +14.0% |
| 6M | +10.0% | +38.4% | -28.4% | +7.6% |
| YTD | -0.1% | +62.5% | -62.6% | -2.3% |
| 1Y | -2.2% | +101.4% | -103.6% | -9.9% |
| All | -2.2% | +103.9% | -106.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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