-9.0%
NVO vs MAS
+32.5%
-41.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.5% |
| 30D | +5.4% | +19.8% | -14.5% | +2.7% |
| 3M | -11.2% | +9.8% | -21.0% | -12.5% |
| 6M | -10.8% | +15.8% | -26.6% | -13.4% |
| YTD | -16.8% | +31.8% | -48.6% | -23.8% |
| 1Y | -9.0% | +35.4% | -44.4% | -19.2% |
| All | -9.0% | +32.5% | -41.5% | -19.2% |
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