+13,824.1%
MA vs NVO
+2,160.2%
+11,663.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | +1.5% | +6.0% | -4.5% | -0.4% |
| 3M | +20.4% | +7.9% | +12.6% | +17.0% |
| 6M | +11.1% | +27.1% | -15.9% | +2.0% |
| YTD | +2.0% | -3.8% | +5.8% | +0.3% |
| 1Y | -2.2% | -12.8% | +10.7% | -1.4% |
| 3Y | +41.9% | -46.3% | +88.2% | +56.6% |
| 5Y | +75.4% | +3.6% | +71.8% | +42.5% |
| 10Y | +527.5% | +157.0% | +370.5% | +234.4% |
| All | +13,824.1% | +2,160.2% | +11,663.9% | +2,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling