+168.0%
NXT vs MAS
+61.2%
+106.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.2% | -4.9% |
| 7D | +24.7% | +4.6% | +20.2% | +22.5% |
| 30D | +13.0% | +19.9% | -6.8% | +3.2% |
| 3M | -0.2% | +8.9% | -9.1% | -4.4% |
| 6M | -19.3% | +20.2% | -39.4% | -27.3% |
| YTD | +14.3% | +33.9% | -19.6% | -3.8% |
| 1Y | -11.0% | +34.7% | -45.6% | -25.3% |
| All | +168.0% | +61.2% | +106.8% | +57.3% |
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