+244.4%
NXT vs MAS
+67.7%
+176.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +6.4% |
| 7D | +32.2% | +2.0% | +30.3% | +31.4% |
| 30D | +21.9% | +19.4% | +2.5% | +11.1% |
| 3M | +6.6% | +9.4% | -2.8% | +1.6% |
| 6M | -16.8% | +15.3% | -32.1% | -23.7% |
| YTD | +20.4% | +31.3% | -10.9% | +1.8% |
| 1Y | -1.5% | +34.9% | -36.4% | -18.0% |
| 3Y | +182.4% | +58.6% | +123.8% | +101.4% |
| All | +244.4% | +67.7% | +176.7% | +147.0% |
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