+10.4%
NVTS vs MAS
+39.3%
-28.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +7.9% | -1.8% | +9.8% | +9.3% |
| 30D | +0.8% | +23.6% | -22.8% | -9.7% |
| 3M | -26.0% | +12.4% | -38.4% | -30.3% |
| 6M | -55.5% | +21.9% | -77.4% | -61.2% |
| YTD | +41.0% | +36.1% | +4.9% | +8.2% |
| 1Y | +10.4% | +39.5% | -29.1% | -15.8% |
| All | +10.4% | +39.3% | -28.9% | -15.8% |
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