-26.7%
NVTS vs MAS
+55.7%
-82.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.0% |
| 7D | +9.6% | +3.6% | +6.0% | +7.2% |
| 30D | -13.0% | +23.8% | -36.8% | -27.9% |
| 3M | -28.8% | +14.4% | -43.2% | -37.0% |
| 6M | -48.5% | +19.7% | -68.2% | -57.6% |
| YTD | +31.4% | +36.0% | -4.6% | -5.5% |
| 1Y | -2.3% | +40.4% | -42.6% | -32.3% |
| 3Y | +49.8% | +58.9% | -9.1% | -7.2% |
| 5Y | -43.2% | +44.5% | -87.7% | -60.4% |
| All | -26.7% | +55.7% | -82.4% | -48.6% |
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 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