+1,148.4%
NOK vs MAS
+1,310.9%
-162.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.4% | -6.2% | -8.4% |
| 7D | -19.9% | +4.6% | -24.4% | -21.3% |
| 30D | -32.0% | +19.9% | -51.9% | -36.8% |
| 3M | -22.1% | +8.9% | -31.0% | -25.3% |
| 6M | -44.4% | +20.2% | -64.6% | -49.0% |
| YTD | +15.3% | +33.9% | -18.6% | -0.1% |
| 1Y | +8.9% | +34.7% | -25.8% | -6.0% |
| 3Y | +129.7% | +60.4% | +69.3% | +81.7% |
| 5Y | +43.9% | +43.5% | +0.5% | +16.9% |
| 10Y | +110.7% | +226.7% | -116.0% | +20.2% |
| All | +1,148.4% | +1,310.9% | -162.4% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling