-37.2%
NVDL vs MAS
+40.8%
-78.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -9.4% |
| 7D | -23.4% | +3.3% | -26.7% | -23.5% |
| 30D | -41.3% | +25.5% | -66.7% | -43.8% |
| 3M | -40.6% | +11.8% | -52.4% | -41.5% |
| 6M | -39.8% | +21.3% | -61.1% | -42.0% |
| YTD | -26.2% | +37.7% | -64.0% | -28.9% |
| All | -37.2% | +40.8% | -78.0% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling