-1.8%
MA vs NVT
+66.6%
-68.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.6% |
| 7D | -3.5% | +2.0% | -5.5% | -3.3% |
| 30D | +0.7% | -7.2% | +7.9% | 0.0% |
| 3M | +15.8% | -0.9% | +16.7% | +15.5% |
| 6M | +10.2% | +42.6% | -32.4% | +9.6% |
| YTD | -0.5% | +52.9% | -53.4% | -0.8% |
| 1Y | -1.8% | +64.5% | -66.3% | -3.3% |
| All | -1.8% | +66.6% | -68.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling