+48.2%
MA vs NVD
-99.2%
+147.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.2% |
| 7D | -2.7% | -11.1% | +8.4% | -3.0% |
| 30D | +1.5% | -13.3% | +14.8% | +1.2% |
| 3M | +20.4% | -19.8% | +40.3% | +19.9% |
| 6M | +11.1% | -48.8% | +59.9% | +9.0% |
| YTD | +2.0% | -49.7% | +51.6% | +0.1% |
| 1Y | -2.2% | -61.4% | +59.2% | -4.9% |
| 3Y | +41.9% | -99.1% | +141.0% | +8.4% |
| All | +48.2% | -99.2% | +147.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling