-2.2%
MA vs NVD
-60.3%
+58.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | +0.8% | -9.3% | +10.1% | +1.1% |
| 3M | +14.8% | -22.1% | +36.9% | +15.5% |
| 6M | +10.0% | -45.8% | +55.8% | +11.3% |
| YTD | -0.1% | -46.7% | +46.6% | +0.8% |
| 1Y | -2.2% | -59.5% | +57.2% | -0.3% |
| All | -2.2% | -60.3% | +58.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling