+129.0%
MAR vs NVTS
-15.6%
+144.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.2% |
| 7D | -4.2% | +2.7% | -6.8% | -4.3% |
| 30D | -6.7% | -4.5% | -2.2% | -6.6% |
| 3M | -12.5% | -61.5% | +49.0% | -8.9% |
| 6M | +0.6% | +28.0% | -27.4% | -3.0% |
| YTD | +9.1% | +65.3% | -56.2% | +3.1% |
| 1Y | +26.2% | +113.0% | -86.8% | +15.5% |
| 3Y | +68.2% | +34.7% | +33.4% | +54.6% |
| All | +129.0% | -15.6% | +144.6% | +102.7% |
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