-9.1%
NVTS vs MRSH
+15.7%
-24.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.4% | -4.8% | +3.3% | -1.1% |
| 30D | -16.5% | -6.3% | -10.2% | -16.2% |
| 3M | -47.6% | +5.8% | -53.4% | -48.8% |
| 6M | +7.3% | +2.8% | +4.5% | +5.7% |
| YTD | +62.9% | -3.1% | +66.0% | +63.0% |
| 1Y | +91.3% | -11.3% | +102.5% | +98.9% |
| 3Y | +43.4% | -5.0% | +48.4% | +25.7% |
| All | -9.1% | +15.7% | -24.8% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling