+10,286.3%
NVDA vs MAS
+219.8%
+10,066.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.8% | -7.3% |
| 7D | -15.0% | +4.6% | -19.6% | -17.3% |
| 30D | -24.1% | +19.9% | -44.0% | -32.1% |
| 3M | -17.1% | +8.9% | -26.0% | -21.9% |
| 6M | -7.4% | +20.2% | -27.5% | -18.9% |
| YTD | -2.4% | +33.9% | -36.3% | -22.1% |
| 1Y | -6.7% | +34.7% | -41.4% | -26.2% |
| 3Y | +304.7% | +60.4% | +244.3% | +164.2% |
| 5Y | +513.1% | +43.5% | +469.6% | +330.0% |
| All | +10,286.3% | +219.8% | +10,066.5% | +4,467.7% |
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