+113.0%
NVTS vs MAS
+1.6%
+111.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.3% |
| 7D | +2.7% | -0.8% | +3.4% | +3.2% |
| 30D | -4.5% | -5.6% | +1.1% | -1.3% |
| 3M | -61.5% | +4.4% | -66.0% | -63.6% |
| 6M | +28.0% | +7.2% | +20.8% | +14.4% |
| YTD | +65.3% | +16.1% | +49.2% | +38.1% |
| 1Y | +113.0% | +0.1% | +112.9% | +89.6% |
| All | +113.0% | +1.6% | +111.4% | +89.6% |
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