+189.0%
NI vs MAS
+219.2%
-30.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +1.5% | +3.6% | -2.1% | +0.6% |
| 30D | +11.9% | +23.8% | -12.0% | +5.9% |
| 3M | +9.1% | +14.4% | -5.3% | +5.2% |
| 6M | -1.8% | +19.7% | -21.5% | -6.9% |
| YTD | +11.4% | +36.0% | -24.6% | +1.2% |
| 1Y | +6.4% | +40.4% | -34.0% | -4.3% |
| 3Y | +98.2% | +58.9% | +39.3% | +67.3% |
| 5Y | +110.1% | +44.5% | +65.5% | +78.4% |
| 10Y | +189.0% | +214.8% | -25.8% | +89.9% |
| All | +189.0% | +219.2% | -30.2% | +89.9% |
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