-10.8%
NVTS vs MAS
+40.8%
-51.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.3% | +6.4% |
| 7D | -0.3% | +14.2% | -14.5% | -6.6% |
| 30D | -24.4% | +26.8% | -51.2% | -33.3% |
| 3M | -26.5% | +13.1% | -39.6% | -31.0% |
| 6M | -41.4% | +27.9% | -69.3% | -50.6% |
| YTD | +30.7% | +38.7% | -8.0% | -0.1% |
| 1Y | -10.8% | +40.4% | -51.2% | -32.2% |
| All | -10.8% | +40.8% | -51.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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