+133.0%
NI vs MAS
+137.9%
-4.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -3.5% | -5.6% | +2.0% | -2.2% |
| 3M | -9.1% | +4.4% | -13.6% | -10.6% |
| 6M | -11.8% | +7.2% | -19.0% | -14.3% |
| YTD | +1.1% | +16.1% | -15.0% | -4.2% |
| 1Y | +6.7% | +0.1% | +6.6% | +5.0% |
| 3Y | +71.1% | +28.3% | +42.8% | +53.0% |
| 5Y | +94.3% | +30.5% | +63.8% | +68.8% |
| All | +133.0% | +137.9% | -4.9% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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