+489.9%
NVT vs MAS
+153.0%
+337.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | -13.0% | +3.6% | -16.6% | -14.9% |
| 30D | -32.7% | +23.8% | -56.5% | -41.2% |
| 3M | -30.6% | +14.4% | -45.0% | -36.7% |
| 6M | -33.6% | +19.7% | -53.4% | -42.0% |
| YTD | +11.0% | +36.0% | -24.9% | -11.7% |
| 1Y | +0.8% | +40.4% | -39.6% | -21.6% |
| 3Y | +125.7% | +58.9% | +66.7% | +57.7% |
| 5Y | +231.1% | +44.5% | +186.6% | +140.7% |
| All | +489.9% | +153.0% | +337.0% | +175.9% |
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