+227.1%
NVT vs MAS
+39.9%
+187.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +8.0% | +3.0% | +5.0% | +6.6% |
| 30D | -24.8% | +22.4% | -47.2% | -32.7% |
| 3M | -32.4% | +14.5% | -46.9% | -37.5% |
| 6M | -33.5% | +27.1% | -60.6% | -42.6% |
| YTD | +13.2% | +35.8% | -22.6% | -7.7% |
| 1Y | +9.0% | +39.4% | -30.4% | -12.7% |
| 3Y | +129.4% | +60.3% | +69.1% | +64.7% |
| All | +227.1% | +39.9% | +187.2% | +168.0% |
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