+185.7%
MS vs NVD
-99.2%
+284.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.2% |
| 7D | +2.5% | -7.7% | +10.1% | +1.6% |
| 30D | 0.0% | -5.8% | +5.8% | -0.3% |
| 3M | +2.4% | -23.2% | +25.6% | +0.5% |
| 6M | +36.4% | -49.7% | +86.1% | +29.0% |
| YTD | +23.8% | -47.7% | +71.5% | +18.3% |
| 1Y | +48.6% | -61.3% | +110.0% | +38.8% |
| 3Y | +179.1% | -99.2% | +278.3% | +112.1% |
| All | +185.7% | -99.2% | +284.9% | +117.0% |
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