+156.4%
MAS vs NIO
-45.0%
+201.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.2% | +5.4% |
| 7D | +14.2% | -0.6% | +14.8% | +14.2% |
| 30D | +26.8% | -3.5% | +30.3% | +27.1% |
| 3M | +13.1% | -30.7% | +43.8% | +15.9% |
| 6M | +27.9% | -45.6% | +73.6% | +32.9% |
| YTD | +38.7% | -35.3% | +74.0% | +41.8% |
| 1Y | +40.4% | -53.9% | +94.3% | +46.8% |
| 3Y | +66.1% | -59.9% | +126.0% | +70.2% |
| 5Y | +47.4% | -92.3% | +139.8% | +60.4% |
| All | +156.4% | -45.0% | +201.4% | +136.1% |
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