+500.2%
NVT vs MAS
+156.3%
+343.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +5.3% |
| 7D | -7.5% | +3.3% | -10.8% | -9.4% |
| 30D | -31.5% | +25.5% | -57.0% | -40.6% |
| 3M | -30.4% | +11.8% | -42.2% | -35.6% |
| 6M | -32.5% | +21.3% | -53.8% | -41.4% |
| YTD | +12.9% | +37.7% | -24.8% | -10.8% |
| 1Y | +3.7% | +41.0% | -37.3% | -19.5% |
| 3Y | +135.8% | +63.0% | +72.8% | +62.4% |
| 5Y | +232.7% | +44.1% | +188.6% | +142.6% |
| All | +500.2% | +156.3% | +343.9% | +178.7% |
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