+250.3%
NXT vs MAS
+77.1%
+173.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +5.6% | +5.5% | +8.2% |
| 7D | +30.0% | +14.2% | +15.8% | +21.6% |
| 30D | +28.6% | +26.8% | +1.8% | +13.5% |
| 3M | +8.4% | +13.1% | -4.7% | +1.5% |
| 6M | -8.7% | +27.9% | -36.7% | -20.9% |
| YTD | +22.5% | +38.7% | -16.2% | +0.6% |
| 1Y | +6.9% | +40.4% | -33.5% | -12.8% |
| 3Y | +186.9% | +66.1% | +120.8% | +99.8% |
| All | +250.3% | +77.1% | +173.2% | +144.1% |
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