+129.0%
MS vs NVDL
+1,369.5%
-1,240.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.9% | +11.2% | +1.5% |
| 7D | +0.8% | -34.5% | +35.3% | +5.5% |
| 30D | -0.7% | -47.7% | +47.0% | +6.5% |
| 3M | -12.4% | -43.9% | +31.5% | -7.1% |
| 6M | -1.7% | -46.4% | +44.6% | +3.9% |
| YTD | +8.0% | -34.3% | +42.3% | +10.7% |
| 1Y | +16.2% | -44.0% | +60.2% | +20.8% |
| 3Y | +171.3% | +295.7% | -124.4% | +113.3% |
| All | +129.0% | +1,369.5% | -1,240.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling