+241.9%
MA vs NVT
+694.8%
-452.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.3% |
| 7D | -3.5% | +2.0% | -5.5% | -4.2% |
| 30D | +0.7% | -7.2% | +7.9% | +2.6% |
| 3M | +15.8% | -0.9% | +16.7% | +13.9% |
| 6M | +10.2% | +42.6% | -32.4% | -6.4% |
| YTD | -0.5% | +52.9% | -53.4% | -18.2% |
| 1Y | -1.8% | +64.5% | -66.3% | -22.5% |
| 3Y | +38.7% | +178.0% | -139.2% | -18.6% |
| 5Y | +67.6% | +402.8% | -335.2% | -28.0% |
| All | +241.9% | +694.8% | -452.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling