+427.9%
NVDL vs MAS
+58.1%
+369.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +6.2% |
| 7D | -18.2% | +2.0% | -20.1% | -18.8% |
| 30D | -40.1% | +19.4% | -59.5% | -44.9% |
| 3M | -31.9% | +9.4% | -41.4% | -34.9% |
| 6M | -29.3% | +15.3% | -44.6% | -34.6% |
| YTD | -19.2% | +31.3% | -50.5% | -31.6% |
| 1Y | -23.3% | +34.9% | -58.1% | -36.5% |
| 3Y | +427.9% | +58.6% | +369.3% | +303.5% |
| All | +427.9% | +58.1% | +369.7% | +303.5% |
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