+123.8%
NOK vs MAS
+230.1%
-106.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +5.3% |
| 7D | -1.4% | +3.3% | -4.7% | -2.5% |
| 30D | -21.0% | +25.5% | -46.5% | -27.4% |
| 3M | -12.6% | +11.8% | -24.4% | -16.5% |
| 6M | -36.2% | +21.3% | -57.5% | -41.3% |
| YTD | +26.4% | +37.7% | -11.3% | +8.7% |
| 1Y | +19.6% | +41.0% | -21.4% | +1.7% |
| 3Y | +152.6% | +63.0% | +89.6% | +97.3% |
| 5Y | +57.3% | +44.1% | +13.2% | +26.1% |
| 10Y | +123.8% | +224.3% | -100.5% | +23.6% |
| All | +123.8% | +230.1% | -106.4% | +23.6% |
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