+512.2%
NVT vs MAS
+153.3%
+358.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +3.5% | -1.8% | +5.3% | +4.8% |
| 30D | -28.2% | +23.6% | -51.7% | -37.1% |
| 3M | -30.1% | +12.4% | -42.5% | -35.6% |
| 6M | -32.5% | +21.9% | -54.3% | -41.5% |
| YTD | +15.2% | +36.1% | -20.9% | -8.4% |
| 1Y | +7.2% | +39.5% | -32.3% | -16.3% |
| 3Y | +134.2% | +59.1% | +75.1% | +63.6% |
| 5Y | +238.3% | +44.4% | +193.9% | +146.1% |
| All | +512.2% | +153.3% | +358.9% | +186.2% |
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 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