+148.7%
MS vs NVD
-98.8%
+247.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +4.1% |
| 7D | +0.7% | +23.8% | -23.1% | +3.6% |
| 30D | -0.9% | +57.0% | -57.9% | +4.9% |
| 3M | -13.0% | +41.6% | -54.5% | -8.4% |
| 6M | -2.0% | +17.6% | -19.5% | +2.2% |
| YTD | +7.8% | -21.4% | +29.2% | +8.7% |
| 1Y | +17.9% | -23.3% | +41.1% | +19.1% |
| 3Y | +174.8% | -98.7% | +273.5% | +121.1% |
| All | +148.7% | -98.8% | +247.5% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling