+78.8%
MAS vs NVDX
+357.5%
-278.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.4% |
| 7D | +3.0% | -24.7% | +27.7% | +4.2% |
| 30D | +22.4% | -48.2% | +70.6% | +25.8% |
| 3M | +14.5% | -51.9% | +66.4% | +17.9% |
| 6M | +27.1% | -55.6% | +82.8% | +31.0% |
| YTD | +35.8% | -41.5% | +77.3% | +37.3% |
| 1Y | +39.4% | -44.0% | +83.4% | +41.1% |
| 3Y | +60.3% | +262.2% | -201.9% | +39.2% |
| All | +78.8% | +357.5% | -278.8% | +54.0% |
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