+164.2%
MS vs NVDL
+2,772.7%
-2,608.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | +1.4% | +11.7% | -10.3% | +0.1% |
| 30D | -0.3% | +7.8% | -8.1% | -1.4% |
| 3M | +0.3% | +3.3% | -3.0% | -0.9% |
| 6M | +31.3% | +38.9% | -7.6% | +24.7% |
| YTD | +24.7% | +28.5% | -3.8% | +18.9% |
| 1Y | +47.9% | +40.6% | +7.3% | +38.5% |
| 3Y | +178.3% | +648.7% | -470.4% | +103.8% |
| All | +164.2% | +2,772.7% | -2,608.5% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling