-30.1%
NVTS vs MAS
+55.5%
-85.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.6% |
| 7D | +3.9% | +3.0% | +1.0% | +1.7% |
| 30D | -4.3% | +22.4% | -26.7% | -20.0% |
| 3M | -34.5% | +14.5% | -49.0% | -42.0% |
| 6M | -57.7% | +27.1% | -84.9% | -66.9% |
| YTD | +25.4% | +35.8% | -10.4% | -9.7% |
| 1Y | +13.1% | +39.4% | -26.3% | -21.1% |
| 3Y | +48.9% | +60.3% | -11.3% | -8.5% |
| 5Y | -51.8% | +39.4% | -91.2% | -66.5% |
| All | -30.1% | +55.5% | -85.6% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling