-10.8%
NVTS vs MRSH
+20.0%
-30.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.7% | +13.2% |
| 7D | -0.3% | +9.4% | -9.7% | +12.1% |
| 30D | -24.4% | +23.4% | -47.8% | +0.2% |
| 3M | -26.5% | +9.9% | -36.4% | -15.2% |
| 6M | -41.4% | +26.0% | -67.4% | -14.5% |
| YTD | +30.7% | +15.2% | +15.5% | +76.8% |
| 1Y | -10.8% | +18.4% | -29.2% | +29.7% |
| All | -10.8% | +20.0% | -30.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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