+193.4%
NI vs MAS
+215.0%
-21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.3% | +3.0% | +1.3% | +3.5% |
| 30D | +12.4% | +22.4% | -10.1% | +6.6% |
| 3M | +10.2% | +14.5% | -4.3% | +6.2% |
| 6M | -0.8% | +27.1% | -27.9% | -7.4% |
| YTD | +13.2% | +35.8% | -22.5% | +2.9% |
| 1Y | +10.1% | +39.4% | -29.3% | -0.7% |
| 3Y | +103.1% | +60.3% | +42.8% | +70.9% |
| 5Y | +115.5% | +39.4% | +76.1% | +85.3% |
| All | +193.4% | +215.0% | -21.6% | +93.5% |
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