-99.0%
NVD vs MAS
+62.0%
-160.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.8% | +8.8% |
| 7D | +15.0% | +14.2% | +0.8% | +21.5% |
| 30D | +39.3% | +26.8% | +12.5% | +54.5% |
| 3M | +3.1% | +13.1% | -10.0% | +8.4% |
| 6M | -19.0% | +27.9% | -46.9% | -8.0% |
| YTD | -35.5% | +38.7% | -74.2% | -21.7% |
| 1Y | -30.2% | +40.4% | -70.6% | -14.8% |
| 3Y | -99.0% | +66.1% | -165.1% | -98.5% |
| All | -99.0% | +62.0% | -160.9% | -98.6% |
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