-98.8%
NVD vs MAS
+56.4%
-155.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -3.4% | +22.1% | +17.1% |
| 7D | +33.7% | +4.6% | +29.2% | +36.4% |
| 30D | +65.8% | +19.9% | +45.9% | +79.6% |
| 3M | +31.8% | +8.9% | +22.9% | +36.6% |
| 6M | -5.9% | +20.2% | -26.0% | +4.1% |
| YTD | -23.5% | +33.9% | -57.4% | -8.3% |
| 1Y | -20.0% | +34.7% | -54.6% | -3.9% |
| 3Y | -98.8% | +60.4% | -159.2% | -98.2% |
| All | -98.8% | +56.4% | -155.2% | -98.3% |
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