+38.6%
MA vs NVO
-50.2%
+88.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -3.5% | -4.7% | +1.2% | -3.0% |
| 30D | +0.8% | -5.4% | +6.2% | +1.4% |
| 3M | +14.8% | +7.0% | +7.8% | +13.9% |
| 6M | +10.0% | +17.6% | -7.6% | +7.8% |
| YTD | -0.1% | -8.0% | +7.9% | 0.0% |
| 1Y | -2.2% | -13.8% | +11.6% | -1.7% |
| All | +38.6% | -50.2% | +88.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 3y: compounded portfolio wealth divided by compounded NVO 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…
3y analysis · Full analysis span regression · 6 months rolling