+187.6%
MS vs NVD
-99.2%
+286.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.1% |
| 7D | +1.4% | -11.1% | +12.5% | +0.1% |
| 30D | -0.3% | -13.3% | +13.0% | -1.5% |
| 3M | +0.3% | -19.8% | +20.1% | -1.0% |
| 6M | +31.3% | -48.8% | +80.1% | +24.5% |
| YTD | +24.7% | -49.7% | +74.3% | +18.6% |
| 1Y | +47.9% | -61.4% | +109.3% | +38.1% |
| 3Y | +178.3% | -99.1% | +277.5% | +114.2% |
| All | +187.6% | -99.2% | +286.8% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling