+19.8%
MA vs NVD
-5.2%
+25.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | +1.3% | +28.6% | -27.3% | +0.4% |
| 30D | +9.6% | +73.6% | -64.0% | +7.2% |
| 3M | +16.8% | +70.1% | -53.3% | +14.3% |
| 6M | +35.2% | +53.6% | -18.4% | +32.7% |
| YTD | +16.6% | -7.0% | +23.6% | +14.1% |
| 1Y | +19.8% | -9.0% | +28.8% | +16.2% |
| All | +19.8% | -5.2% | +25.0% | +16.2% |
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