+6.4%
NI vs MAS
+39.0%
-32.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.5% | +3.6% | -2.1% | +1.0% |
| 30D | +11.9% | +23.8% | -12.0% | +8.9% |
| 3M | +9.1% | +14.4% | -5.3% | +7.1% |
| 6M | -1.8% | +19.7% | -21.5% | -4.0% |
| YTD | +11.4% | +36.0% | -24.6% | +5.9% |
| 1Y | +6.4% | +40.4% | -34.0% | +1.0% |
| All | +6.4% | +39.0% | -32.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling