-98.9%
NVD vs MAS
+54.0%
-152.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -6.2% |
| 7D | +16.8% | +2.4% | +14.5% | +18.0% |
| 30D | +54.3% | +19.8% | +34.5% | +67.3% |
| 3M | +24.3% | +9.8% | +14.4% | +29.4% |
| 6M | +0.6% | +15.8% | -15.2% | +9.1% |
| YTD | -27.7% | +31.8% | -59.5% | -14.0% |
| 1Y | -29.4% | +35.4% | -64.8% | -14.8% |
| 3Y | -98.8% | +59.2% | -158.0% | -98.3% |
| All | -98.9% | +54.0% | -152.8% | -98.4% |
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 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