-7.8%
NVTS vs MAS
+33.0%
-40.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +4.8% |
| 7D | +2.7% | -0.8% | +3.4% | +3.5% |
| 30D | -4.5% | -5.6% | +1.1% | +0.4% |
| 3M | -61.5% | +4.4% | -66.0% | -64.3% |
| 6M | +28.0% | +7.2% | +20.8% | +17.2% |
| YTD | +65.3% | +16.1% | +49.2% | +36.9% |
| 1Y | +113.0% | +0.1% | +112.9% | +101.0% |
| 3Y | +34.7% | +28.3% | +6.4% | +1.2% |
| All | -7.8% | +33.0% | -40.8% | -25.5% |
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 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