-2.5%
NVTS vs MAS
+32.0%
-34.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.9% | +11.5% | +10.5% |
| 7D | +1.5% | +2.0% | -0.4% | +0.9% |
| 30D | -23.8% | +19.4% | -43.2% | -30.4% |
| 3M | -30.6% | +9.4% | -40.0% | -33.5% |
| 6M | -48.4% | +15.3% | -63.7% | -53.5% |
| YTD | +20.6% | +31.3% | -10.7% | -3.0% |
| 1Y | -2.5% | +34.9% | -37.4% | -20.6% |
| All | -2.5% | +32.0% | -34.5% | -20.6% |
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