+31.4%
NVTS vs MAS
+61.2%
-29.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.4% | -12.3% | -13.1% |
| 7D | -14.6% | +4.6% | -19.1% | -17.3% |
| 30D | -34.3% | +19.9% | -54.2% | -43.5% |
| 3M | -36.4% | +8.9% | -45.3% | -40.8% |
| 6M | -55.2% | +20.2% | -75.4% | -63.1% |
| YTD | +10.1% | +33.9% | -23.8% | -19.8% |
| 1Y | -20.3% | +34.7% | -54.9% | -42.6% |
| All | +31.4% | +61.2% | -29.8% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling