+119.5%
NVT vs MAS
+58.1%
+61.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +8.7% |
| 7D | -15.7% | +2.0% | -17.6% | -16.6% |
| 30D | -36.6% | +19.4% | -56.0% | -41.8% |
| 3M | -34.8% | +9.4% | -44.3% | -37.9% |
| 6M | -38.2% | +15.3% | -53.6% | -43.3% |
| YTD | +4.8% | +31.3% | -26.5% | -12.0% |
| 1Y | -2.8% | +34.9% | -37.7% | -19.8% |
| 3Y | +119.5% | +58.6% | +60.9% | +59.6% |
| All | +119.5% | +58.1% | +61.4% | +59.6% |
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