+132.5%
NOK vs MAS
+217.4%
-84.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.2% | -1.8% | +4.0% | +2.9% |
| 30D | -14.7% | +23.6% | -38.3% | -21.2% |
| 3M | -10.6% | +12.4% | -23.0% | -14.8% |
| 6M | -39.4% | +21.9% | -61.2% | -44.3% |
| YTD | +30.4% | +36.1% | -5.7% | +12.6% |
| 1Y | +22.3% | +39.5% | -17.2% | +4.4% |
| 3Y | +157.6% | +59.1% | +98.5% | +103.1% |
| 5Y | +64.6% | +44.4% | +20.1% | +31.8% |
| 10Y | +132.5% | +217.0% | -84.5% | +30.1% |
| All | +132.5% | +217.4% | -84.9% | +30.1% |
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