+132.7%
MS vs NVDL
+1,259.0%
-1,126.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.2% |
| 7D | +5.1% | -24.8% | +29.9% | +8.3% |
| 30D | +5.7% | -48.0% | +53.7% | +13.4% |
| 3M | -12.2% | -51.5% | +39.4% | -5.4% |
| 6M | -0.5% | -54.9% | +54.4% | +7.2% |
| YTD | +9.8% | -39.2% | +49.0% | +13.4% |
| 1Y | +17.7% | -41.1% | +58.8% | +21.7% |
| 3Y | +176.8% | +262.9% | -86.1% | +119.6% |
| All | +132.7% | +1,259.0% | -1,126.2% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling