+5,059.0%
NI vs MAS
+1,430.5%
+3,628.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -3.5% | -5.6% | +2.0% | -2.6% |
| 3M | -9.1% | +4.4% | -13.6% | -10.2% |
| 6M | -11.8% | +7.2% | -19.0% | -13.6% |
| YTD | +1.1% | +16.1% | -15.0% | -2.6% |
| 1Y | +6.7% | +0.1% | +6.6% | +5.5% |
| 3Y | +71.1% | +28.3% | +42.8% | +59.5% |
| 5Y | +94.3% | +30.5% | +63.8% | +78.3% |
| 10Y | +135.8% | +139.1% | -3.4% | +90.4% |
| All | +5,059.0% | +1,430.5% | +3,628.5% | +2,845.3% |
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