+238.3%
NVT vs MAS
+44.7%
+193.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +3.5% | -1.8% | +5.3% | +4.6% |
| 30D | -28.2% | +23.6% | -51.7% | -36.0% |
| 3M | -30.1% | +12.4% | -42.5% | -34.8% |
| 6M | -32.5% | +21.9% | -54.3% | -40.4% |
| YTD | +15.2% | +36.1% | -20.9% | -6.2% |
| 1Y | +7.2% | +39.5% | -32.3% | -14.1% |
| 3Y | +134.2% | +59.1% | +75.1% | +69.1% |
| 5Y | +238.3% | +44.4% | +193.9% | +167.8% |
| All | +238.3% | +44.7% | +193.7% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling