+553.8%
NOW vs MAS
+241.3%
+312.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -6.0% | -2.8% |
| 7D | -27.5% | +14.2% | -41.7% | -32.4% |
| 30D | -20.0% | +26.8% | -46.9% | -28.9% |
| 3M | -7.9% | +13.1% | -21.0% | -13.9% |
| 6M | +18.3% | +27.9% | -9.6% | +2.3% |
| YTD | -29.0% | +38.7% | -67.6% | -42.5% |
| 1Y | -38.7% | +40.4% | -79.1% | -50.9% |
| 3Y | -10.3% | +66.1% | -76.4% | -37.5% |
| 5Y | -22.5% | +47.4% | -69.9% | -43.3% |
| 10Y | +553.8% | +238.3% | +315.5% | +171.9% |
| All | +553.8% | +241.3% | +312.5% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling