+400.4%
NVT vs MAS
+32.0%
+368.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.7% |
| 7D | +5.1% | -0.8% | +5.8% | +5.5% |
| 30D | -3.7% | -5.6% | +1.9% | -1.0% |
| 3M | -10.1% | +4.4% | -14.6% | -13.3% |
| 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% | +65.2% |
| 3Y | +180.4% | +28.3% | +152.1% | +129.7% |
| All | +400.4% | +32.0% | +368.4% | +309.9% |
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 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