+179.1%
MS vs NVDL
+680.6%
-501.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.2% |
| 7D | +2.5% | +7.3% | -4.8% | +1.6% |
| 30D | 0.0% | -0.7% | +0.6% | -0.3% |
| 3M | +2.4% | +9.5% | -7.0% | +0.6% |
| 6M | +36.4% | +41.6% | -5.2% | +29.2% |
| YTD | +23.8% | +23.3% | +0.5% | +18.6% |
| 1Y | +48.6% | +40.3% | +8.3% | +39.3% |
| 3Y | +179.1% | +692.2% | -513.0% | +113.0% |
| All | +179.1% | +680.6% | -501.4% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling