+127.8%
MAR vs NVTS
-16.8%
+144.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | -5.4% | -16.5% | +11.1% | -4.7% |
| 3M | -15.5% | -47.6% | +32.1% | -13.2% |
| 6M | +3.0% | +7.3% | -4.3% | +0.3% |
| YTD | +8.5% | +62.9% | -54.4% | +2.6% |
| 1Y | +26.0% | +91.3% | -65.3% | +16.0% |
| 3Y | +68.6% | +43.4% | +25.2% | +53.3% |
| All | +127.8% | -16.8% | +144.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling