+0.9%
MS vs NVDL
-42.6%
+43.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.8% |
| 7D | -1.7% | -26.2% | +24.5% | +2.5% |
| 30D | +0.9% | -43.2% | +44.1% | +9.3% |
| 3M | -10.8% | -40.5% | +29.7% | -4.5% |
| 6M | +0.9% | -45.4% | +46.3% | +8.6% |
| All | +0.9% | -42.6% | +43.5% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling