-12.6%
NVO vs MAS
-4.8%
-7.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.7% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -3.2% | -8.1% | +4.9% | -2.1% |
| 3M | +11.5% | +3.3% | +8.2% | +10.0% |
| 6M | +22.9% | +12.4% | +10.5% | +18.3% |
| YTD | -6.8% | +13.3% | -20.1% | -12.2% |
| 1Y | -12.6% | -4.7% | -8.0% | -14.3% |
| All | -12.6% | -4.8% | -7.9% | -14.3% |
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