-44.0%
NVDL vs MAS
+39.0%
-83.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.3% | -9.6% | -10.7% |
| 7D | -34.5% | +3.6% | -38.1% | -34.6% |
| 30D | -47.7% | +23.8% | -71.5% | -49.8% |
| 3M | -43.9% | +14.4% | -58.3% | -45.2% |
| 6M | -46.4% | +19.7% | -66.1% | -48.2% |
| YTD | -34.3% | +36.0% | -70.2% | -36.5% |
| 1Y | -44.0% | +40.4% | -84.4% | -45.3% |
| All | -44.0% | +39.0% | -83.0% | -45.3% |
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 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