-10.8%
NVTS vs MGY
+8.9%
-19.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.2% | +14.2% | +8.5% |
| 7D | -0.3% | -12.1% | +11.8% | -1.0% |
| 30D | -24.4% | -2.6% | -21.8% | -24.4% |
| 3M | -26.5% | -4.2% | -22.2% | -26.2% |
| 6M | -41.4% | -23.9% | -17.5% | -39.5% |
| YTD | +30.7% | +8.8% | +21.8% | +14.5% |
| 1Y | -10.8% | +9.5% | -20.3% | -23.7% |
| All | -10.8% | +8.9% | -19.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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