+20.9%
MS vs NVDL
-23.5%
+44.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.1% | +10.3% | +5.1% |
| 7D | +2.6% | -14.0% | +16.7% | +4.9% |
| 30D | +2.6% | -31.2% | +33.8% | +8.3% |
| 3M | -10.1% | -15.5% | +5.4% | -8.5% |
| 6M | +4.4% | -10.3% | +14.6% | +4.0% |
| YTD | +11.7% | -5.8% | +17.5% | +8.1% |
| 1Y | +20.9% | -20.1% | +41.0% | +19.4% |
| All | +20.9% | -23.5% | +44.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling