-98.9%
NVD vs MAS
+53.4%
-152.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -6.3% |
| 7D | +16.8% | +2.0% | +14.9% | +17.8% |
| 30D | +54.3% | +19.4% | +34.9% | +67.0% |
| 3M | +24.3% | +9.4% | +14.9% | +29.2% |
| 6M | +0.6% | +15.3% | -14.7% | +8.9% |
| YTD | -27.7% | +31.3% | -59.0% | -14.1% |
| 1Y | -29.4% | +34.9% | -64.3% | -15.0% |
| 3Y | -98.8% | +58.6% | -157.4% | -98.3% |
| All | -98.9% | +53.4% | -152.2% | -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 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