+111.3%
NI vs MAS
+47.3%
+64.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +1.2% |
| 7D | +0.4% | +3.3% | -2.8% | -0.2% |
| 30D | +11.3% | +25.5% | -14.2% | +6.5% |
| 3M | +6.5% | +11.8% | -5.3% | +4.1% |
| 6M | -2.3% | +21.3% | -23.6% | -6.3% |
| YTD | +10.8% | +37.7% | -26.9% | +2.9% |
| 1Y | +6.2% | +41.0% | -34.8% | -1.9% |
| 3Y | +98.7% | +63.0% | +35.7% | +72.4% |
| 5Y | +111.3% | +44.1% | +67.2% | +82.0% |
| All | +111.3% | +47.3% | +64.0% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling