+132.7%
MS vs NVDL
+1,454.9%
-1,322.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.0% |
| 7D | -1.7% | -26.2% | +24.5% | +1.5% |
| 30D | +0.9% | -43.2% | +44.1% | +7.2% |
| 3M | -10.8% | -40.5% | +29.7% | -6.1% |
| 6M | +0.9% | -45.4% | +46.3% | +6.4% |
| YTD | +9.8% | -30.5% | +40.3% | +11.7% |
| 1Y | +17.1% | -37.1% | +54.2% | +20.1% |
| 3Y | +175.7% | +318.7% | -143.0% | +115.3% |
| All | +132.7% | +1,454.9% | -1,322.2% | +42.9% |
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