+110.0%
NOK vs MAS
+213.7%
-103.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.3% |
| 7D | -10.5% | +2.0% | -12.5% | -11.2% |
| 30D | -27.9% | +19.4% | -47.3% | -32.6% |
| 3M | -18.8% | +9.4% | -28.2% | -21.9% |
| 6M | -41.9% | +15.3% | -57.3% | -45.7% |
| YTD | +18.4% | +31.3% | -12.9% | +3.4% |
| 1Y | +10.9% | +34.9% | -24.0% | -4.4% |
| 3Y | +137.9% | +58.6% | +79.3% | +87.1% |
| 5Y | +47.8% | +40.7% | +7.1% | +19.2% |
| All | +110.0% | +213.7% | -103.7% | +16.5% |
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