+1,266.3%
NVDL vs MAS
+73.9%
+1,192.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -24.8% | +3.0% | -27.8% | -26.0% |
| 30D | -48.0% | +22.4% | -70.5% | -53.6% |
| 3M | -51.5% | +14.5% | -66.0% | -55.3% |
| 6M | -54.9% | +27.1% | -82.1% | -61.1% |
| YTD | -39.2% | +35.8% | -75.0% | -51.0% |
| 1Y | -41.1% | +39.4% | -80.5% | -53.7% |
| 3Y | +262.9% | +60.3% | +202.7% | +139.9% |
| All | +1,266.3% | +73.9% | +1,192.5% | +712.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling