+250.5%
NVDA vs MAS
+59.6%
+190.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.2% |
| 7D | -18.3% | +3.6% | -21.9% | -18.9% |
| 30D | -26.3% | +23.8% | -50.2% | -30.0% |
| 3M | -22.3% | +14.4% | -36.7% | -24.8% |
| 6M | -21.3% | +19.7% | -41.1% | -25.1% |
| YTD | -9.2% | +36.0% | -45.2% | -17.5% |
| 1Y | -14.9% | +40.4% | -55.3% | -23.6% |
| 3Y | +250.5% | +58.9% | +191.5% | +199.3% |
| All | +250.5% | +59.6% | +190.9% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling