-32.7%
NVTS vs MAS
+50.4%
-83.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.9% | +11.5% | +11.1% |
| 7D | +1.5% | +2.0% | -0.4% | 0.0% |
| 30D | -23.8% | +19.4% | -43.2% | -35.1% |
| 3M | -30.6% | +9.4% | -40.0% | -36.2% |
| 6M | -48.4% | +15.3% | -63.7% | -56.3% |
| YTD | +20.6% | +31.3% | -10.7% | -11.0% |
| 1Y | -2.5% | +34.9% | -37.4% | -30.5% |
| 3Y | +44.0% | +58.6% | -14.6% | -11.2% |
| 5Y | -42.6% | +40.7% | -83.3% | -58.9% |
| All | -32.7% | +50.4% | -83.1% | -51.5% |
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