+114.7%
MAS vs NIO
-36.7%
+151.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +1.9% |
| 7D | -0.8% | -13.0% | +12.3% | +0.2% |
| 30D | -5.6% | -18.3% | +12.7% | -4.3% |
| 3M | +4.4% | -33.2% | +37.7% | +7.2% |
| 6M | +7.2% | -21.5% | +28.7% | +8.3% |
| YTD | +16.1% | -25.5% | +41.6% | +17.6% |
| 1Y | +0.1% | -38.0% | +38.1% | +2.3% |
| 3Y | +28.3% | -65.5% | +93.8% | +32.6% |
| 5Y | +30.5% | -90.6% | +121.1% | +40.1% |
| All | +114.7% | -36.7% | +151.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling