-38.6%
NVTS vs MAS
+53.3%
-91.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.4% | -12.3% | -12.9% |
| 7D | -14.6% | +4.6% | -19.1% | -17.5% |
| 30D | -34.3% | +19.9% | -54.2% | -44.2% |
| 3M | -36.4% | +8.9% | -45.3% | -41.2% |
| 6M | -55.2% | +20.2% | -75.4% | -63.4% |
| YTD | +10.1% | +33.9% | -23.8% | -19.9% |
| 1Y | -20.3% | +34.7% | -54.9% | -42.7% |
| 3Y | +27.4% | +60.4% | -33.0% | -21.9% |
| 5Y | -47.6% | +43.5% | -91.1% | -63.1% |
| All | -38.6% | +53.3% | -91.9% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling