+110.0%
NOK vs MAS
+214.9%
-104.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -10.5% | +2.4% | -12.9% | -11.3% |
| 30D | -27.9% | +19.8% | -47.7% | -32.7% |
| 3M | -18.8% | +9.8% | -28.6% | -22.0% |
| 6M | -41.9% | +15.8% | -57.7% | -45.8% |
| YTD | +18.4% | +31.8% | -13.4% | +3.3% |
| 1Y | +10.9% | +35.4% | -24.5% | -4.5% |
| 3Y | +137.9% | +59.2% | +78.7% | +86.9% |
| 5Y | +47.8% | +41.2% | +6.6% | +19.1% |
| All | +110.0% | +214.9% | -104.9% | +16.3% |
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 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