+67.0%
MA vs NVTS
-15.6%
+82.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.3% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | +1.5% | -4.5% | +6.0% | +1.6% |
| 3M | +20.4% | -61.5% | +82.0% | +23.2% |
| 6M | +11.1% | +28.0% | -16.8% | +8.1% |
| YTD | +2.0% | +65.3% | -63.3% | -2.2% |
| 1Y | -2.2% | +113.0% | -115.1% | -7.9% |
| 3Y | +41.9% | +34.7% | +7.2% | +35.2% |
| All | +67.0% | -15.6% | +82.6% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling