+10.9%
NOK vs MAS
+32.0%
-21.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.6% |
| 7D | -10.5% | +2.0% | -12.5% | -10.2% |
| 30D | -27.9% | +19.4% | -47.3% | -27.3% |
| 3M | -18.8% | +9.4% | -28.2% | -18.2% |
| 6M | -41.9% | +15.3% | -57.3% | -40.8% |
| YTD | +18.4% | +31.3% | -12.9% | +18.0% |
| 1Y | +10.9% | +34.9% | -24.0% | +9.8% |
| All | +10.9% | +32.0% | -21.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling