+190.3%
NVT vs MAS
+29.0%
+161.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | +5.1% | -0.8% | +5.8% | +5.5% |
| 30D | -3.7% | -5.6% | +1.9% | -1.2% |
| 3M | -10.1% | +4.4% | -14.6% | -13.2% |
| 6M | +37.5% | +7.2% | +30.3% | +29.8% |
| YTD | +53.7% | +16.1% | +37.6% | +37.2% |
| 1Y | +70.9% | +0.1% | +70.8% | +65.6% |
| All | +190.3% | +29.0% | +161.3% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling