+160.1%
MS vs NVDL
+2,476.2%
-2,316.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.5% | -10.3% | +8.8% | -0.3% |
| 30D | -1.5% | -7.1% | +5.6% | -1.0% |
| 3M | +1.4% | +6.6% | -5.2% | -0.1% |
| 6M | +34.7% | +21.1% | +13.6% | +29.9% |
| YTD | +22.7% | +15.2% | +7.5% | +18.5% |
| 1Y | +40.1% | +18.8% | +21.3% | +33.7% |
| 3Y | +181.4% | +649.9% | -468.5% | +106.0% |
| All | +160.1% | +2,476.2% | -2,316.0% | +51.5% |
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