+5,476.5%
NI vs MAS
+1,664.8%
+3,811.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -1.2% |
| 7D | 0.0% | +4.6% | -4.6% | -0.9% |
| 30D | +10.0% | +19.9% | -9.9% | +6.3% |
| 3M | +4.3% | +8.9% | -4.6% | +2.4% |
| 6M | -6.5% | +20.2% | -26.7% | -10.1% |
| YTD | +9.3% | +33.9% | -24.6% | +2.5% |
| 1Y | +6.4% | +34.7% | -28.2% | -0.3% |
| 3Y | +89.1% | +60.4% | +28.7% | +69.1% |
| 5Y | +106.1% | +43.5% | +62.7% | +85.8% |
| 10Y | +178.5% | +226.7% | -48.2% | +113.0% |
| All | +5,476.5% | +1,664.8% | +3,811.7% | +2,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling