+43.9%
NOK vs MAS
+41.7%
+2.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.4% | -6.2% | -8.6% |
| 7D | -19.9% | +4.6% | -24.4% | -21.0% |
| 30D | -32.0% | +19.9% | -51.9% | -36.1% |
| 3M | -22.1% | +8.9% | -31.0% | -24.7% |
| 6M | -44.4% | +20.2% | -64.6% | -48.4% |
| YTD | +15.3% | +33.9% | -18.6% | +0.5% |
| 1Y | +8.9% | +34.7% | -25.8% | -5.5% |
| 3Y | +129.7% | +60.4% | +69.3% | +77.3% |
| 5Y | +43.9% | +43.5% | +0.5% | +14.7% |
| All | +43.9% | +41.7% | +2.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling