+9.0%
NVT vs MAS
+38.5%
-29.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +8.0% | +3.0% | +5.0% | +7.5% |
| 30D | -24.8% | +22.4% | -47.2% | -28.0% |
| 3M | -32.4% | +14.5% | -46.9% | -34.2% |
| 6M | -33.5% | +27.1% | -60.6% | -37.7% |
| YTD | +13.2% | +35.8% | -22.6% | +0.5% |
| 1Y | +9.0% | +39.4% | -30.4% | -4.2% |
| All | +9.0% | +38.5% | -29.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling