+315.2%
NVDL vs MAS
+60.2%
+255.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | -26.2% | -1.8% | -24.4% | -25.5% |
| 30D | -43.2% | +23.6% | -66.8% | -48.5% |
| 3M | -40.5% | +12.4% | -53.0% | -43.9% |
| 6M | -45.4% | +21.9% | -67.3% | -50.8% |
| YTD | -30.5% | +36.1% | -66.6% | -42.1% |
| 1Y | -37.1% | +39.5% | -76.6% | -48.6% |
| All | +315.2% | +60.2% | +255.1% | +216.7% |
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 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