+202.5%
NVO vs MAS
+230.1%
-27.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.6% |
| 7D | +2.3% | +3.3% | -1.0% | +1.6% |
| 30D | +7.1% | +25.5% | -18.4% | +1.8% |
| 3M | -11.3% | +11.8% | -23.1% | -13.6% |
| 6M | -9.0% | +21.3% | -30.4% | -13.4% |
| YTD | -14.6% | +37.7% | -52.4% | -21.7% |
| 1Y | -4.9% | +41.0% | -45.9% | -13.2% |
| 3Y | -54.9% | +63.0% | -117.9% | -60.8% |
| 5Y | -18.7% | +44.1% | -62.8% | -28.3% |
| 10Y | +202.5% | +224.3% | -21.8% | +132.0% |
| All | +202.5% | +230.1% | -27.7% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling