-9.1%
NVTS vs MGY
+52.8%
-61.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.4% | +3.5% | -5.0% | -2.8% |
| 30D | -16.5% | +5.3% | -21.8% | -18.3% |
| 3M | -47.6% | +2.6% | -50.3% | -48.8% |
| 6M | +7.3% | -3.3% | +10.6% | +6.2% |
| YTD | +62.9% | +29.2% | +33.7% | +41.1% |
| 1Y | +91.3% | +18.0% | +73.3% | +71.5% |
| 3Y | +43.4% | +30.0% | +13.4% | +20.8% |
| All | -9.1% | +52.8% | -61.9% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling