-56.1%
NVO vs MAS
+59.6%
-115.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +1.3% | +3.6% | -2.3% | +0.6% |
| 30D | +5.3% | +23.8% | -18.5% | +1.3% |
| 3M | -13.6% | +14.4% | -28.1% | -15.9% |
| 6M | -10.5% | +19.7% | -30.3% | -14.1% |
| YTD | -16.0% | +36.0% | -52.0% | -22.0% |
| 1Y | -7.0% | +40.4% | -47.3% | -14.3% |
| 3Y | -56.1% | +58.9% | -115.1% | -56.5% |
| All | -56.1% | +59.6% | -115.7% | -56.5% |
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