+717.0%
NVT vs MAS
+116.0%
+601.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.6% |
| 7D | +5.1% | -0.8% | +5.8% | +5.5% |
| 30D | -3.7% | -5.6% | +1.9% | -0.7% |
| 3M | -10.1% | +4.4% | -14.6% | -13.7% |
| 6M | +37.5% | +7.2% | +30.3% | +29.0% |
| YTD | +53.7% | +16.1% | +37.6% | +35.7% |
| 1Y | +70.9% | +0.1% | +70.8% | +64.3% |
| 3Y | +180.4% | +28.3% | +152.1% | +125.1% |
| 5Y | +393.5% | +30.5% | +363.0% | +282.0% |
| All | +717.0% | +116.0% | +601.0% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling