+1,578.5%
NOK vs MAS
+1,123.5%
+455.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +4.7% | -5.6% | +10.3% | +6.8% |
| 3M | -39.7% | +4.4% | -44.1% | -41.1% |
| 6M | +23.1% | +7.2% | +15.9% | +17.7% |
| YTD | +55.0% | +16.1% | +38.9% | +42.7% |
| 1Y | +118.0% | +0.1% | +117.9% | +111.6% |
| 3Y | +170.5% | +28.3% | +142.2% | +134.1% |
| 5Y | +84.9% | +30.5% | +54.4% | +56.6% |
| 10Y | +112.0% | +139.1% | -27.1% | +36.3% |
| All | +1,578.5% | +1,123.5% | +455.0% | +381.4% |
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