+137.9%
NOK vs MAS
+58.1%
+79.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.0% |
| 7D | -10.5% | +2.0% | -12.5% | -10.8% |
| 30D | -27.9% | +19.4% | -47.3% | -30.4% |
| 3M | -18.8% | +9.4% | -28.2% | -20.3% |
| 6M | -41.9% | +15.3% | -57.3% | -43.8% |
| YTD | +18.4% | +31.3% | -12.9% | +8.5% |
| 1Y | +10.9% | +34.9% | -24.0% | +0.5% |
| 3Y | +137.9% | +58.6% | +79.3% | +87.5% |
| All | +137.9% | +58.1% | +79.8% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling