-5.1%
MS vs NVD
-7.8%
+2.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | -1.4% |
| 7D | -1.6% | +16.8% | -18.4% | +1.2% |
| 30D | -3.8% | +54.3% | -58.1% | +3.2% |
| 3M | -14.6% | +24.3% | -38.9% | -10.4% |
| 6M | -5.1% | +0.6% | -5.7% | -1.7% |
| All | -5.1% | -7.8% | +2.8% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling