+33,769.1%
NVO vs MAS
+1,430.5%
+32,338.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | +2.2% | -0.8% | +2.9% | +2.3% |
| 30D | +6.0% | -5.6% | +11.5% | +6.9% |
| 3M | +7.9% | +4.4% | +3.4% | +6.7% |
| 6M | +27.1% | +7.2% | +19.9% | +24.8% |
| YTD | -3.8% | +16.1% | -19.9% | -7.0% |
| 1Y | -12.8% | +0.1% | -12.9% | -13.7% |
| 3Y | -46.3% | +28.3% | -74.6% | -49.4% |
| 5Y | +3.6% | +30.5% | -26.9% | -3.8% |
| 10Y | +157.0% | +139.1% | +17.9% | +112.6% |
| All | +33,769.1% | +1,430.5% | +32,338.7% | +19,533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling