+72.9%
MAS vs NVDX
+507.9%
-435.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.1% | -2.2% |
| 7D | +2.0% | -18.2% | +20.2% | +2.8% |
| 30D | +19.4% | -40.2% | +59.6% | +22.1% |
| 3M | +9.4% | -32.6% | +42.0% | +11.0% |
| 6M | +15.3% | -30.6% | +45.9% | +16.4% |
| YTD | +31.3% | -22.3% | +53.6% | +31.2% |
| 1Y | +34.9% | -27.1% | +62.0% | +35.0% |
| 3Y | +58.6% | +441.8% | -383.2% | +35.6% |
| All | +72.9% | +507.9% | -435.0% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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