+10,574.6%
NVDA vs MAS
+213.7%
+10,360.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.9% |
| 7D | -8.8% | +2.0% | -10.8% | -10.0% |
| 30D | -21.4% | +19.4% | -40.8% | -29.6% |
| 3M | -14.7% | +9.4% | -24.1% | -19.9% |
| 6M | -10.0% | +15.3% | -25.3% | -19.4% |
| YTD | +0.3% | +31.3% | -31.0% | -19.1% |
| 1Y | -0.5% | +34.9% | -35.4% | -21.5% |
| 3Y | +309.2% | +58.6% | +250.6% | +168.3% |
| 5Y | +530.1% | +40.7% | +489.4% | +346.6% |
| All | +10,574.6% | +213.7% | +10,360.9% | +4,643.9% |
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