+153.4%
MS vs NVD
-98.5%
+251.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +1.2% |
| 7D | +5.1% | +28.6% | -23.6% | +8.3% |
| 30D | +5.7% | +73.6% | -68.0% | +13.3% |
| 3M | -12.2% | +70.1% | -82.2% | -5.5% |
| 6M | -0.5% | +53.6% | -54.1% | +7.0% |
| YTD | +9.8% | -7.0% | +16.8% | +13.1% |
| 1Y | +17.7% | -9.0% | +26.7% | +21.3% |
| 3Y | +176.8% | -98.3% | +275.2% | +129.2% |
| All | +153.4% | -98.5% | +251.9% | +107.4% |
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