+91.6%
NXT vs MAS
+29.0%
+62.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | -15.3% | -5.6% | -9.8% | -12.9% |
| 3M | -43.8% | +4.4% | -48.2% | -45.5% |
| 6M | -18.7% | +7.2% | -25.9% | -22.6% |
| YTD | -3.0% | +16.1% | -19.1% | -12.0% |
| 1Y | +22.7% | +0.1% | +22.6% | +19.9% |
| All | +91.6% | +29.0% | +62.5% | +55.5% |
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